We study the naturalness, dark matter, and muon anomalous magnetic moment in the Supersymmetric Standard Models (SSMs) with a pseudo-Dirac gluino (PDGSSMs) from hybrid F− and D−term supersymmetry (SUSY) breakings. To obtain the observed dark matter relic density and explain the muon anomalous magnetic moment, we find that the low energy fine-tuning measures are larger than about 200 due to strong constraints from the LUX and PANDAX experiments. Thus, to study the natural PDGSSMs, we consider multi-component dark matter and then the relic density of the lighest supersymmetric particle (LSP) neutralino is smaller than the correct value. We classify our models into six kinds: (i) Case A is a general case, which has small low energy fine-tuning measure and can explain the anomalous magnetic moment of the muon; (ii) Case B with the LSP neutralino and light stau coannihilation; (iii) Case C with Higgs funnel; (iv) Case D with Higgsino LSP; (v) Case E with light stau coannihilation and Higgsino LSP; (vi) Case F with Higgs funnel and Higgsino LSP. We study these Cases in details, and show that our models can be natural and consistent with the LUX and PANDAX experiments, as well as explain the muon anomalous magnetic moment. In particular, all these cases except the stau coannihilation can even have low energy fine-tuning measures around 10.