The invention discloses a high-power compact electro-hydraulic wind generating set assembly which comprises an impeller assembly, a hydraulic pump assembly, an oil tank and an electro-hydraulic all-in-one machine assembly contained in a cavity of an oil tank shell. The electro-hydraulic all-in-one machine assembly comprises a generator shell assembly, a rotor assembly, a stator assembly and a hydraulic motor assembly, the rotor assembly, the stator assembly and the hydraulic motor assembly are contained in a shell cavity of the generator shell assembly, the hydraulic pump assembly sucks oil from an oil tank shell cavity and/or a generator shell cavity, and the impeller assembly is connected with the hydraulic pump assembly. The hydraulic pump assembly outputs high-pressure oil to drive a hydraulic motor assembly and a rotor assembly in the electro-hydraulic all-in-one machine assembly to rotate, and power generation is achieved. The wind generating set disclosed by the invention is high in electro-hydraulic fusion, and has the characteristics of high power, compact structure, small volume, light weight, low noise, high efficiency, energy conservation, self-cooling, high power density, high reliability, long service life and the like.