An ultra capacitor module includes a first ultra capacitor having a first polar terminal provided with a screw thread A formed on an outer peripheral surface, a second ultra capacitor having a second polar terminal provided with a screw thread A formed on an outer peripheral surface, and a connecting member having a screw hole B formed corresponding to the screw thread A on an inner peripheral surface through which the first polar terminal is inserted from one side and the second polar terminal is inserted from the other side to connect the first and second ultra capacitors in series and having a gas emission hole formed from a center to an outer surface.