Provided are a connection structure and system of an integrated brake device for a rail vehicle. The connection structure of an integrated brake device for a rail vehicle includes a brake valve, a dust collector, an intermediate body, an air cylinder, a support assembly and a connection assembly. The intermediate body is of a plate-type structure, the brake valve and the dust collector are mounted on one side of the intermediate body, the air cylinder is connected to the intermediate body by means of the connection assembly, the air cylinder is mounted on the other side of the intermediate body, and the support assembly is located between the air cylinder and the intermediate body. The connection structure of an integrated brake device for a rail vehicle has a simple and compact structure and saves on space. Brake components are integrated on the intermediate body, and the connections between the brake components and between the whole integrated brake device and an external mounting base are all secure and reliable.