Peer-to-peer (P2P) power trading is one of the important means to promote interconnection and mutual support among microgrid clusters and to maintain supply-demand balance. However, uncertainties in the trading process reduce the feasibility and stability of microgrid cooperation. To address this issue, a microgrid P2P power trading method based on the interval coalition formation game is proposed, which reveals the matching mechanism of microgrid P2P power trading under uncertainties. First, an interval model for uncertain transaction volumes and prices is established. According to the highest interval price, power trading matching method is designed based on a multi-to-one sealed-bid auction method, and the interval Shapley value is employed to fairly allocate the coalition utilities. Second, an optimal transaction sequence screening method is developed based on the two-stage multi-objective dominance method to identify the optimal sequence for the microgrid cluster, thereby obtaining both coalition-level and individual microgrid utilities. Finally, coalition merging and splitting algorithms based on interval Pareto sorting are presented, proving the stability of the resulting coalition structures. Case studies comparing different numbers of microgrids and deterministic coalition formation game methods show that the proposed method obtains stable and optimal microgrid coalitions under uncertain disturbances.