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Global urbanization has long been hampered by the “metrocentric priority” paradigm, with small towns—core hubs for urban–rural integration—severely undervalued in practical value. Amid China’s transition to high-quality urban–rural integration, unbalanced small town development has become a critical bottleneck for county-level factor flows, demanding systematic research to unlock their strategic value and resolve urban–rural dual predicaments. Existing studies suffer from scientific gaps including unidirectional linear cognition, insufficient complex system thinking, and weak interpretation of regional heterogeneity, remaining at the stage of static correlation description and failing to reveal the two-way reciprocal feedback logic between small towns and urban–rural integration. Meanwhile, the application of complex system theory in urban–rural research is still confined to theoretical narratives, which hinders the advancement of research from descriptive analysis to mechanism interpretation. Taking Henan Province (a typical agricultural and populous province reflecting China’s urban–rural development) as a case, this study builds a “local emergence–global synergy” framework based on complex system theory, establishes a dual indicator system for small towns’ multidimensional performance and county-level urban–rural integration, and integrates spatial statistical analysis, bidirectional regression and coupling coordination models to explore their cross-scale spatiotemporal evolution and reciprocal feedback during 2019–2023. Findings show the following: (1) The multidimensional performance of small towns presents a pattern characterized by polarized expansion of high-value regions and overall improvement of low-value regions, while county-level urban–rural integration evolves into a polycentric structure featured by central dominance and southern growth. (2) There is a significant two-way asymmetric relationship between small towns’ multidimensional performance and county-level urban–rural integration: the positive effect is significantly stronger than the reverse effect, and both direct impacts are significantly weakened after introducing economic variables, indicating that economic development serves as a key transmission channel. (3) The coupling mechanism presents three evolutionary paths with pronounced core–periphery spatial heterogeneity. Grounded in complex system theory, this study constructs a systemic analytical framework of “local emergence of small-town subsystems and global synergy of county-level systems”, verifies the core proposition of two-way interactions between subsystems and the overall system in the urban–rural complex giant system, and enriches the localized application of complex system theory and the urban–rural continuum theory in traditional agricultural regions of China. This study provides a foundational empirical paradigm for the in-depth exploration of nonlinear characteristics and threshold effects in future research. It offers theoretical support for policy formulation of county-level urban–rural integration in traditional agricultural regions of China, and it provides Chinese experiences for the Global South with similar contexts to explore inclusive urbanization pathways, promoting cross-cultural dialogue and practical transformation of urban–rural integration theory.