A capacitor assembly comprising at least one capacitor (2) each having a first end (21) and a second end (22) spaced apart in a longitudinal direction, and a first terminal (41) and a second terminal (42) located at the first end (21) of the capacitor (2), the first end (21) being provided with a first surface (211), and the second end (22) being provided with a second surface (222); a heat sink (6) having a first cooling surface (61); and a connection system connecting the at least one capacitor (2) heat conductively to the heat sink (6) such that the second surface (222) of each of the at least one capacitor (2) is in heat conductive connection with the first cooling surface (61). The connection system is in contact with the first surface (211) of each of the at least one capacitor (2).