Optoelectronic oscillators (OEOs), which have attracted extensive studies in the past decades, are high quality-factor optoelectronic feedback loops for generating various ultra-pure microwave signals. In essence, OEOs are also dissipative nonlinear systems with multiple timescale characteristics and abundant nonlinearities, which open the possibilities for exploring localized dissipative solitary waves. In this paper, we demonstrate a new-class temporal dissipative soliton, i.e., dissipative microwave photonic soliton molecule (DMPSM), in a dual-bandpass OEO. Both the numerical simulation and experiment are conducted to reveal the physical mechanism of DMPSM generation and to evaluate the characteristics of the generated DMPSM sequences. Unlike optical soliton molecules in mode-locked lasers, the formation of DMPSMs arises from the combined action of multiple timescale coupling, nonlinear bistability, and time-delayed feedback in the OEO cavity, where the soliton interval and number in a DMPSM can be well-controlled through varying the multiple timescale variables in the OEO cavity, and the repetition frequency of the DMPSMs can be tuned through changing that of the initially injected perturbation signal. Meanwhile, the generated DMPSM sequence performs with high stability and excellent coherence, which shows enormous application potentials in pulse radar detection, dense microwave comb generation, and neuromorphology.