A ferromagnetic lamination, a magnetic conductive member of an electrical machine, an electrical machine having the magnetic conductive member of the electrical machine, a winding structure of an electrical machine, an electrical machine having the winding structure of the electrical machine, and an electric energy and magnetic energy conversion device are provided. The magnetic conductive member of the electrical machine includes winding slots, and multiple cavities are formed on an inner wall of each of the winding slots. With the magnetic conductive member of the electrical machine, a liquid insulating medium can be effectively retained and fixed by means of a cavity structure when an insulating treatment is performed on the magnetic conductive member of the electrical machine, and a rooted intermediate elastic base is formed at a ferromagnetic boundary after the liquid insulating medium is solidified, thereby effectively preventing the insulating medium from peeling, splitting or falling off.