A capacitor and power device assembly having a cooling structure, wherein the capacitor and power device assembly comprises an upper cover plate, a casing, a lower cover plate, a capacitor and power devices, the capacitor is disposed in a cavity of the casing, and the power devices are respectively disposed on outer sides of the upper cover plate and the lower cover plate; the cooling structure comprises a first liquid inlet and a first liquid outlet that are disposed on the upper cover plate and/or the lower cover plate; and the cooling structure further comprises a first cooling passage and a second cooling passage that are respectively disposed on upper and lower sides of each of the upper cover plate and the lower cover plate, the first cooling passage is configured to cool the capacitor, and the second cooling passage is configured to cool the power devices; the first cooling passage is respectively disposed between an upper bottom plate of the casing and the upper cover plate and between or a lower bottom plate of the casing and the lower cover plate; and the first cooling passage comprises separation ridges disposed at a middle position of the first cooling passage and extending in a length direction of the casing, and the separation ridges divide the first cooling passage into a first liquid inlet cooling passage and a first liquid outlet cooling passage; the second cooling passage comprises a number of coolant tanks disposed on outer surfaces of the upper cover plate and the lower cover plate and at positions corresponding to positions of the power devices; and a bottom of the coolant tank is provided with a second liquid inlet communicated with the first liquid inlet cooling passage and a second liquid outlet communicated with the first liquid outlet cooling passage. the cooling structure comprises a first liquid inlet and a first liquid outlet that are disposed on the upper cover plate and/or the lower cover plate; and the cooling structure further comprises a first cooling passage and a second cooling passage that are respectively disposed on upper and lower sides of each of the upper cover plate and the lower cover plate, the first cooling passage is configured to cool the capacitor, and the second cooling passage is configured to cool the power devices; the first cooling passage is respectively disposed between an upper bottom plate of the casing and the upper cover plate and between or a lower bottom plate of the casing and the lower cover plate; and the first cooling passage comprises separation ridges disposed at a middle position of the first cooling passage and extending in a length direction of the casing, and the separation ridges divide the first cooling passage into a first liquid inlet cooling passage and a first liquid outlet cooling passage; the second cooling passage comprises a number of coolant tanks disposed on outer surfaces of the upper cover plate and the lower cover plate and at positions corresponding to positions of the power devices; and a bottom of the coolant tank is provided with a second liquid inlet communicated with the first liquid inlet cooling passage and a second liquid outlet communicated with the first liquid outlet cooling passage.