An anti-skid brake system for a brake cylinder of a vehicle, comprising: a primary fluid passage for connecting a master cylinder to the brake cylinder; a solenoid-operated directional control valve disposed in the primary fluid passage for communication of the brake cylinder selectively with the master cylinder or a brake fluid reservoir; a control device sensing a skidding condition of a wheel at which the brake cylinder is disposed, and controlling the directional control valve according to the sensed skidding condition of the wheel; a restrictor disposed in the primary fluid passage in series connection with the directional control valve; and a shut-off valve disposed in the primary fluid passage in parallel connection with the restrictor and controlled by the control device, the shut-off valve being normally placed in its open position, and brought into its closed position at the time when the control device has started to activate the directional control valve for preventing the wheel from skidding. The directional control valve and the shut-off valve are mounted in the same housing and are operated by a single, common solenoid.