The application of compensation systems based on ultra-capacitors in the power system of the Metro in Medellin is studied. Compensation systems based on ultra-capacitors allow improving energy efficiency of railway systems, by reducing the dissipated energy as heat from the regenerative braking, while contributing at the same to stabilize the voltage. Consequently, the implementation of these systems brings benefits in terms of usage of infrastructure, allowing either line or fleet expansion with less investment. For the application, the feed system was evaluated to determine the requirements and potential benefits of implementing a compensator. Compensator design was done with simulation assistance using a digital model described in this work. Finally, the results of the real operation of the device are presented.