In this paper, we present a direct computational method to solve Volterra integral equations. The proposed method is a direct method based on approximate functions with the Bernstein Multiscaling polynomials. In this method, using operational matrices, the integral equation turns into a system of equations. Our approach can solve nonlinear integral equations of the first kind and the second kind with piecewise solution. The computed operational matrices in this article are exact and new. The comparison of obtained solutions with the exact solutions shows that this method is acceptable. We also compared our approach with two direct and expansion-iterative methods based on the block-pulse functions. Our method produces a system, which is more economical, and the solutions are more accurate. Moreover, the stability of the proposed method is studied and analyzed by examining the noise effect on the data function. The appropriateness of noisy solutions with the amount of noise approves that the method is stable.