An inductive and capacitive components integration structure includes a magnetic core including a first and a second outer leg, and a third inner leg between the first and second outer legs, a first and a second winding respectively wound on the first and second outer legs, and a third winding wound on the third inner leg. The first and second windings are electrically coupled and comprise a first inductive winding. The first inductive winding does not generate any effective magnetic flux through the third inner leg. The third winding forms a second inductive winding. At least one of the first, second and third windings is a composite winding and comprises at least one embedded capacitor.