The invention discloses a small-sized relay protection intelligent terminal device adopting a clamping structure and a method for changing the relay protection device or the intelligent terminal of a switch cabinet without power outage. The device is formed by a body, a pedestal and a mounting base; wherein the pedestal is fixedly arranged on the body, all of input / output lead wires including internal AC-DC measurement, state input, control output, power supply, communication and the like access the pedestal; all of the external input / output lead wires access the mounting base; and the base and the mounting base are connected in a butt joint mode and in a splicing and clamping locked way (as figure). When the device is clamped and locked on the mounting base, the mounting process is completed, and the device can be normally operated; when the device is pulled out from the mounting base, the disassembly of the device is completed, and the device can not work; according to the invention, the mounting and maintaining work of a distribution network and a micro-grid can be simplified, the power supply reliability can be improved, and the device has positive and great significance for safety, stability and economy of power grid operation.