The methods of the consequent direct link type hierarchy and its inference rules are introduced, so that implement hierarchy for some input variables of the generalized hybrid fuzzy system. Consequently, the input and output expressions of the generalized hybrid fuzzy systems after hierarchy and the calculation formula of the total number of fuzzy rules are obtained. Then, based on the ??- integral norm(a metric) and a piecewise linear function, it is proved that the generalized hybrid fuzzy system after hierarchy has the approximation to a class of integrable functions. Finally, the approximation process of the consequent direct link type hierarchy generalized hybrid fuzzy systems to the integrable functions are given by an example. The results show that the hierarchical method can not only make the total number of fuzzy rules of the original system greatly reduced, but also make the system after hierarchy has keep the approximation.