In view of the great fluctuation in the DC grid voltage resulting from changes of the running state of subway trains, a design has been made of a super capacitor energy storage system based on non-isolated bidirectional DC/DC converter. By using voltage and current dual closed-loop control method, a charging and discharging control strategy of energy storage system is to be established, with a simulation model of energy storage system built as well. The simulation results show that the vehicle supercapacitor energy storage system helps to maintain the stability of the power grid voltage and energy saving, thus verifying the validity of the control strategy.