The invention discloses a Marx generator of a compact structure. The Marx generator comprises a first capacitor group, a second capacitor group, a third capacitor group, a fourth capacitor group, a fifth capacitor group, a sixth capacitor group, a switching cavity, a first spark gap switch, a second spark gap switch, a third spark gap switch, a charging inductor, and a load resistor. Compared withthe prior art, the Marx generator of the compact structure according to the invention is not only flexible in terms of capacitance selection but also more compact in structure by combining a plurality of small-capacitance capacitors in parallel to form a capacitor with a larger capacitance, thereby adapting to the development needs of miniaturized and compact pulse power systems. The Marx generator of the compact structure in the technical scheme of the invention is reduced in length by five-sixths compared with the existing single-chip single-stage Marx generator, and can easily achieve thecompact structure and miniaturization. In addition, the spark gap switches are arranged in a linear arrangement, the glows generated after the spark discharge are mutually illuminated, and the smoothestablishment of Marx is facilitated.