A family of \(\alpha \) -Bergman–Morrey spaces \(A^{p,\lambda ,\alpha }\) in the unit disk \(\mathbb {D}\) is introduced. Some basic properties of \(A^{p,\lambda ,\alpha }\) are obtained. Subsequently, a Banach algebra structure is given to the \(\alpha \) -Bergman–Morrey spaces \(A^{p, \lambda ,\alpha }\) via the Duhamel product. In addition, the boundedness, compactness, norm, and essential norm of Volterra integral operators \(T_g\) and \(S_g\) acting on \(\alpha \) -Bergman–Morrey spaces \(A^{p,\lambda ,\alpha }\) are investigated comprehensively.