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Three-phase to four-phase balance transformer may be applicable to either four-phase transmission system or AT feeding system in electric railways. Based on the transformation relation between primary and secondary currents, several connection schemes for differential protection are given in this paper. On the basis of the requirement to correct operation and from aspects of the selection and connection of the current transformers (CTs) and the installed accounts of auxiliary CTs, the comparison between all connections is also analyzed. The conclusion indicates that all differential protective connection can meet the needs in practical use and the three-relay connection is more effective.