An energy storage device having both characteristics of super capacitor and lithium ion battery and manufacturing method thereof are provided. The invention adopts the mixture of anode material of lithium ion battery and electrode material of super capacitor or composite material as anode active substance, and uses the mixture of cathode material of the lithium ion battery and electrode material of the super capacitor or composite material as cathode active substance. In the electrode active substance, the electrode material of the lithium ion battery has a content of 20% to 95%; the electrode material of the super capacitor has a content of 5% to 80%. The electrode active substance is mixed with the bonder, conducting agent, additive and solvent etc to prepare slurry, then experience steps of coating, drying, roll forming, parting, so that the anode sheet and cathode sheet of the super capacitance battery are produced. By adopting multi-core winding parallel connection and the assembling technology of the winded wore parallel to the narrow arrangement, the anode sheet, the cathode sheet and the membrane are loaded in the battery shell and then welded, dried, dehydrated, and injected with electrolyte, then activated by electricity to obtain super capacitance battery with high energy density and high power density.