It is crucial to predict the wind speed for the utilization of renewable wind energy and the operation of transmission lines with increased capacity. The intermittency and stochastic fluctuations of wind speed pose a significant challenge for the high-quality wind speed prediction, and a novel wind speed interval prediction (WSIP) model is constructed in this study by employing the residual estimation (RE)-oriented dynamic spatio-temporal graph convolutional network (DSTGCN) approach. Firstly, a dynamic adjacency matrix is designed to obtain time-varying global spatial weight allocations among each wind speed node. Then, the spatio-temporal features are extracted by using gated recurrent units (GRUs) and GCNs to construct the wind speed graph networks. Moreover, the RE-oriented strategy incorporating the pinball loss is designed to provide a guidance the parameter training of the constructed model, thus eliminating the quantile crossings problem. As a result, the deterministic point prediction of the wind speed is expanded to the quantile-based probabilistic interval prediction. Finally, the experimental results are presented to demonstrate the validity and superiority of proposed scheme in both qualitative and quantitative performance. •A dynamic adjacency matrix is used to assess the significance of spatial features.•The DSTGCN is proposed to boost the sensitivity of the model to critical features.•A residual estimation strategy is applied to eliminate the quantile crossings problem.•Conduct comprehensive comparisons with the-state-of-the-art methods.