Carbon coated iron oxide nanoparticles (α-Fe2O3, cIO) obtained from ferrocene display very promising performance in terms of both, capacity retention at high current density and cycling stability. Because of these characteristics, cIO can be considered as interesting material for the realization of high energy lithium-ion capacitors (LICs). In this work we investigated for the first time the use of this conversion electrode in LICs. We showed that the use of cIO enables the realization of LICs with an operative voltage of 3.4V, able to display promising values of energy and power. However, due to a degradation process occurring on the cIO electrode, the cycling stability of the investigated LIC was limited to some thousand of cycles. Taking into account these results, it is evident that in order to develop cIO-based LICs the improvement of the cycle life of these LICs is presently the main challenge that needs to be overcome.