Synchrotron radiation based combined technique can provide multiple structural information simultaneously, which is an important development direction of structural detection. In this study, a novel small-angle X-ray scattering/X-ray diffraction/X-ray absorption fine structure (SAXS/XRD/XAFS) combined setup was constructed, where an area detector, a curved detector, and a point detector are, respectively, used for the measurements of SAXS, XRD, and XAFS signals. A detailed description about the combined setup was given. A minitype diamond detector coupled to a SAXS beamstop was used to record the transmitted X-ray intensity, making the scattering (SAXS and XRD) signal measurement compatible with the absorption (XAFS) signal measurement, avoiding mechanical switching. The two-way sampling strategy was used to acquire XAFS signals, shortening the non-counting time. The two-way and one-way sampling strategies were discussed. High-frequency sampling scheme was used to collect experimental signals, improving the measurement efficiency and signal-to-noise ratio. A detailed description and discussion about the high-frequency scheme were also given in this paper. Except the rotation of monochromator, there is no mechanical movement in measurements, time resolution may reach the level of seconds. Using this SAXS/XRD/XAFS combined setup, SAXS, XRD, and XAFS signals can be acquired simultaneously. With some in-situ sample environment system, the newly-developed combined technique can be used to track the structure evolution in complex fluids. During the formation processes of (BiO)₂CO₃ and ZnAPO-34 particles, the changes of in-situ experimental data with reaction time demonstrate that SAXS/XRD/XAFS combined technique is feasible to track the dynamic process.