The fragmentation of protected areas is a common issue in global conservation, which means a new approach to planning and management needs to be explored. In this paper, we proposed the concept of a group of natural protected areas (GNPA) and studied the construction of GNPAs. Firstly, the spatial distribution characteristics of 1363 natural protected areas (NPAs) in Guangdong Province were qualitatively studied. The overall spatial pattern among NPAs and the spatial distribution characteristics of mountain ranges, river basins, urbanization level and economic density were analyzed, and the relationship between the distribution of NPAs and physical geography and social development was clarified. Then, the geographical concentration index, nearest index and Gini coefficient were used for quantitative analysis. The geographical concentration index was 24.6, and the nearest neighbor index was 0.8. The Gini coefficients of the spatial distribution of NPAs in Guangdong Province were Gini = 0.956 and C = 0.044. These indices proved that the overall spatial patterns of NPAs in Guangdong Province had the tendency and characteristics of agglomeration. On this basis, 29 agglomeration areas were constructed using kernel density analysis and the natural break point classification method. According to the requirements of spatial connectivity and management feasibility, combined with the characteristics of physical geography, ecosystems and biodiversity, 32 GNPAs were constructed based on the reasonable adjustment of 29 agglomeration areas. Using Geodetector statistics to analyze the spatial stratified heterogeneity of the GNPAs, the results showed that mountain range, water system, population density, economic density and urbanization level were all factors that could explain the clustering distribution of the natural protected areas. The most important factor was mountain range (p = 0.190), followed by population density (p = 0.162). The 32 GNPAs covered the most representative natural ecosystems in the province and had compact spatial organization, a close ecological relationship and feasible unified management, which means they could aid in resolving the fragmentation of protected areas and improving management efficiency.