The present invention relates to a connection auxiliary device of a power unit in a conversion system, especially to a rapid high-voltage electrical connection device of a train power unit. The device comprises a supporting plate, the supporting plate is the mechanical fixed part of a high-voltage electrical connection device, a row of location guidance holes are arranged at the middle position on the plate surface of the supporting plate, the guidance post of a water-cooling substrate passes through the location guidance holes to generate a location effect, the upper and lower end portions of the supporting plate are respectively provided with water joint supporting holes, the water joint of the power unit is located through the water joint supporting holes, the plate surface of the supporting plate is also provided with an alternating current connection terminal, the other end of the plate surface of the supporting plate is provided with a converter connection piece, the connection between the plate surface of the supporting plate and the converter is completed through plugging, and the alternating current connection terminal and the converter connection piece are uniformly distributed at two sides of the location guidance holes. The high-voltage electrical connection device is wide in usage range, and is suitable for interface connection between the power unit of the main circuit and the converter in the train conversion system.