The invention relates to a train window structure of a railway vehicle business compartment and a railway vehicle. The business compartment is formed by a plurality of private rooms separated by dividing walls; a private room door is formed in each dividing wall; a rest area and a toilet are formed in each private room; a first train window is formed on a corresponding vehicle body side wall corresponding to the rest area; and a second train window is formed on a vehicle body side wall corresponding to the toilet. The train windows are formed in the rest area and the toilet of each business private room, so a passenger can enjoy the sight outside the railway vehicle whether staying in the rest area or using the toilet, so riding comfortableness can be enhanced.