"Integral, Probability, and Fractal Measures" is a specialized book aimed at mathematics students at the beginning level of graduate studies. It builds on the previous work "Measure, Topology, and Fractal Geometry" and assumes a basic knowledge of fractal geometry. The book offers a systematic development of concepts and results in the areas of integral calculus, probability theory, and fractal measures. It is designed to guide readers through a targeted selection of topics and examples, omitting less relevant or overly complex materials. The structure of the book allows readers to focus on the essential aspects of the topics discussed without being distracted by unnecessary details. The references are numbered and listed at the end of the book, facilitating easy tracking of sources.