Ultra capacitors are major components used as power sources offering a combination of high power and high energy. Thermal management of ultra capacitors is one of the main issues for the design of safe powerful systems. This paper presents multi-level electrothermal modeling that can be used to design ultra capacitor structures meeting reliability requirements of power applications. The multi-level modeling is based on both numerical and analytical approaches enabling us to take into account different scales through finite element method computations, shell network models, homogenization methods and ultra-reduced-order model. Basic understanding of electrothermal behavior is performed. Influence of cell characteristics and cooling conditions are studied.