A decomposition-clustering-ensemble (DCE) learning approach is proposed for solar radiation forecasting in this paper. In the proposed DCE learning approach, (1) ensemble empirical mode decomposition (EEMD) is used to decompose the original solar radiation data into several intrinsic mode functions (IMFs) and a residual component; (2) least square support vector regression (LSSVR) is performed to forecast IMFs and residual component respectively with parameters optimized by gravitational search algorithm (GSA); (3) Kmeans method is adopted to cluster all component forecasting results; (4) another GSA-LSSVR method is applied to ensemble the component forecasts of each cluster and the final forecasting results are obtained by means of corresponding cluster's ensemble weights. To verify the performance of the proposed DCE learning approach, solar radiation data in Beijing is introduced for empirical analysis. The results of out-of-sample forecasting power show that the DCE learning approach produces smaller NRMSE, MAPE and better directional forecasts than all other benchmark models, reaching up to accuracy rate of 2.96%, 2.83% and 88.24% respectively in the one-day-ahead forecasting. This indicates that the proposed DCE learning approach is a relatively promising framework for forecasting solar radiation by means of level accuracy, directional accuracy and robustness.