Residual connection has been extensively studied and widely applied at the model architecture level. However, its potential in the more challenging data-centric approaches remains unexplored. In this work, we introduce the concept of Data Residual Matching for the first time, leveraging data-level skip connections to facilitate data generation and mitigate data information vanishing. This approach maintains a balance between newly acquired knowledge through pixel space optimization and existing core local information identification within raw data modalities, specifically for the dataset distillation task. Furthermore, by incorporating training-time refinements, our method significantly improves computational efficiency, achieving superior performance while reducing training time and peak GPU memory usage by 50\%. Consequently, the proposed method Fast and Accurate Data Residual Matching for Dataset Distillation (FADRM) establishes a new state-of-the-art, demonstrating substantial improvements over existing methods across multiple dataset benchmarks in both efficiency and effectiveness. For instance, with ResNet-18 as the student model and a 0.8\% compression ratio on ImageNet-1K, the method achieves 48.4\% test accuracy in single-model dataset distillation and 50.9\% in multi-model dataset distillation, surpassing RDED by +6.4\% and outperforming state-of-the-art multi-model approaches, EDC and CV-DD, by +2.3\% and +4.9\%.