The layout of movable components and the topology of the connecting structure are optimized simultaneously in the integrated optimal design of multi-component system for compliance minimization. In this paper, a Heaviside function based approach is developed for sensitivity analysis with respect to location design variables of components. The material discontinuity across the component boundary is approximated as a smooth transition by means of the Heaviside function. This enables the sensitivity analysis with respect to location design variables is carried out in an analytical way as easily as for pseudo-density variables. To demonstrate the validity and efficiency of the new approach, two 3D problems of multi-component system are dealt with for the first time with success.