The invention relates to a capacitor module for a mobile working machine. A capacitor module comprises at least one capacitor element (101) and a cooling structure (103) for cooling the capacitor element. The electrical terminals (102a, 102b) of the capacitor element are mechanically connected to the cooling structure to be in heat-conductive relations with the cooling structure so that at least one of the electrical terminals of the capacitor element is mechanically connected to the cooling structure via a flexible connection element (104a, 104b) made of electrically conductive material. The flexible connection element allows the corresponding electrical terminal to move with respect to the cooling structure when the distance (D) between the electrical terminals is changing because of changes in load and/or temperature, and/or because of ageing.