A rail terminal assembling structure includes a protection member formed with an assembling passage defined by a contact side section, a connection side section and two lateral sections disposed between the connection side section and the contact side section. The assembling passage has a wire inlet having a first locating section and a second locating section. An end section of a conductive plate extends into the assembling passage and securely attached to the contact side section. A metal leaf spring has a first section, a second section and an elastic bight section connected between the first and second sections. A first located section is disposed on the first section for securely connecting with the first locating section. A second located section is disposed at the tail end of the first section for securely connecting with the second locating section.