A backlight rubber-iron structure and a method of manufacturing the same, a backlight and a display device are disclosed. The backlight rubber-iron structure includes a back plate and a rubber frame. The back plate has a bottom plate and a plurality of folded edges. A plurality of recesses is provided at joints of the bottom plate and the folded edges. Each recess is provided with a connecting hole and a blocking surface. The rubber frame includes a rubber frame body, a connector corresponding to the connecting hole in a one-to-one manner and a blocker corresponding to the recess in a one-to-one manner. The rubber frame body, the connector and the blocker have an integrated structure. The rubber frame body is in the backlight assembly receiving groove. Each blocker is in the corresponding recess and is clamped with the recess by abutting the blocking surface at the bottom of the recess.