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 optimization-level 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 47.7% test accuracy in single-model dataset distillation and 50.0% in multi-model dataset distillation, surpassing RDED by +5.7% and outperforming state-of-the-art multi-model approaches, EDC and CV-DD, by +1.4% and +4.0%. Code is available at: https://github.com/Jiacheng8/FADRM.