The invention discloses a railway vehicle and a vehicle connecting device thereof. The railway vehicle and the vehicle connecting device thereof comprise a convex joint and a concave joint, one of the convex joint and the concave joint is provided with a ball head, the spherical surface of the ball head protrudes upwards or downwards, the other one of the convex joint and the concave joint is provided with a ball seat, and the ball seat is provided with a ball socket which is matched with the ball head. The vehicle connecting device further comprises a limit part used for limiting the ball head to the ball socket. According to the vehicle connecting device, the tension load, compression load and vertical load are transmitted through a spherical matching surface which is arranged between the ball head and the ball socket, namely, a force transmission surface is formed by the spherical matching surface, the area of the spherical matching surface is large, the corresponding force bearing area is large, the load is favorable to be transmitted evenly, even when the vehicle connecting device is in a larger corner state, it is guaranteed that a bearing surface has a larger contact area through spherical surface contact, the phenomenon that a bearing part is fractured due to too large partial load is avoided, the vehicle running safety is guaranteed, and the service life of the bearing part is prolonged.