Thin films of VN with different thickness were prepared by D.C. reactive magnetron sputtering. Crystalline films with a preferential growth in the direction (111) were obtained. The electrochemical performances of the films with different thickness have been investigated. The mechanism of charge storage depends on the nature of the electrolyte. In the presence of KOH fast and reversible redox reactions take place while only double layer capacitance is observed when NEt4BF4 in acetonitrile is used as electrolyte. Thin films with a thickness of 25 nm show the highest specific capacitance (422 F.g−1) in 1 M KOH electrolyte. Films possess an active volume in which the charge is stored and a bulk volume for electron conduction. The active volume of the films is of the same order of magnitude regardless of the electrode thickness. Real devices with a symmetric configuration were prepared. The devices were tested in 1 M KOH electrolyte and PVA-KOH gel electrolyte. VN films with a thickness below 100 nm can reach the volumetric power of electrolytic capacitors (125 Wcm−3) with much higher volumetric energy density (0.01Whcm−3), thus emphasizing the usefulness of combining high capacitance together with high electronic conductivity.