The short distance between urban rail transit stations and the high density of railway result in frequent start-ups and brakings of the trains, involving a large consumption of energy when starting, and a drastic drop in DC traction network voltage. A lot of energy is generated during regenerative braking, which leads to an increase of the voltage of DC traction network, and a regenerative braking failure as well. With an aim to solve this problem, a bidirectional DC-DC converter is proposed for the super capacitor energy storage system, and a dual PI control strategy is designed for the voltage outer loop and current inner loop. A simulation model of bidirectional DC-DC converter and super capacitor energy storage system has thus been established based on Matlab/Simulink, and an analysis has been made of the operation of the bi-directional DC-DC converter in Buck mode and Boost mode, and of the control effect of double PI control strategy for the voltage loop and current loop. The simulation results show that the bidirectional DC-DC converter is capable of achieving the bi-directional transmission of energy, thus verifying the effectiveness of the control strategy.