To address the shortcomings of externally installed ultrasonic (AE) and ultra-high frequency (UHF) sensors in partial discharge (PD) signal transmission, this paper proposed a built-in AE-UHF integrated PD detection system installed in the oil drain valve. The basic structure of the AE-UHF integrated sensor was introduced, and a synchronous acquisition device and a monitoring software for PD signals of different frequencies were developed. Besides, a performance testing platform was built to verify the basic performances of the AE-UHF integrated PD detection system, and the results were compared with the output of a commonly used UHF sensor. It was indicated that the AE-UHF integrated PD detection system could correctly capture and present PD signals. Besides, on-site verification was conducted on a 220 kV power transformer, and it was proved that the developed AE-UHF integrated PD detection system could successfully assist conventional electrical method to evaluate the PD level of the transformer.