A new class of generalized convex interval valued functions, E-α-preinvex interval valued functions, is obtained under the LU order relationship, and related properties and optimality conditions are obtained. Combining theoretical deduction and examples, an example is provided to verify the existence of E-α-preinvex interval valued functions, and the basic properties of E-α-preinvex interval valued functions are discussed. The necessary conditions for E-differentiable cases are obtained. Finally, the optimality sufficient conditions for the E-α-preinvex interval valued programming problem under interval valued constraints are obtained, and an example is given to verify the conclusion. This study extends generalized convex function to the case of E-α-preinvex interval valued function, which to some extent enriches the study of generalized convex functions and makes their applications more widespread.