The invention discloses a damping shock absorber for a hydraulic interconnection suspension. The damping shock absorber comprises a liquid storage cylinder, wherein a piston cylinder is arranged in the liquid storage cylinder, a top valve assembly is arranged at the top end of the piston cylinder, a bottom valve assembly is arranged at the bottom end of the piston cylinder, and a cavity in the damping shock absorber is divided into a liquid supplement cavity between an upper end cover and the top valve assembly, an upper cavity between the top valve assembly and a piston, a lower cavity between the piston and the bottom valve assembly, and a liquid storage cavity between the piston cylinder communicating with the lower part of the bottom valve assembly and the liquid storage cylinder through the top valve assembly, the piston, the bottom valve assembly and the piston cylinder; an upper thread hole connecting with an oil tube is arranged in the upper end cover; the upper thread hole communicates with the liquid supplement cavity; a lower thread hole connecting with the oil tube is arranged in the liquid storage cylinder; the lower thread hole communicates with the liquid storage cavity; a throttle hole is arranged in the top valve assembly and the bottom valve assembly respectively; and the liquid storage cavity is charged with a compressed gas with a predetermined pressure to play a role of an energy accumulator. The damping shock absorber disclosed by the invention integrates the functions of a double-acting hydraulic cylinder, a throttle valve and the energy accumulator, and is compact in structure and convenient to directly apply to the traditional suspension structure.