Retrieval aims to find the top-k items most relevant to a query/user from a large dataset. Traditional retrieval models represent queries/users and items as embedding vectors and use Approximate Nearest Neighbor (ANN) search for retrieval. Recently, researchers have proposed a generative-based retrieval method that represents items as token sequences and uses a decoder model for autoregressive training. Compared to traditional methods, this approach uses more complex models and integrates index structure during training, leading to better performance. However, these methods remain two-stage processes, where index construction is separate from the retrieval model, limiting the model's overall capacity. Additionally, existing methods construct indices by clustering pre-trained item representations in Euclidean space. However, real-world scenarios are more complex, making this approach less accurate. To address these issues, we propose a \underline{U}nified framework for \underline{R}etrieval and \underline{I}ndexing, termed \textbf{URI}. URI ensures strong consistency between index construction and the retrieval model, typically a Transformer decoder. URI simultaneously builds the index and trains the decoder, constructing the index through the decoder itself. It no longer relies on one-sided item representations in Euclidean space but constructs the index within the interactive space between queries and items. Experimental comparisons on three real-world datasets show that URI significantly outperforms existing methods.