Energy storage systems (ESS) have a wide spectrum of functions. They must provide power quality, shaving of load change, coordination of distributed power systems, bulk energy storage, and end-user reliability, e.g., uninterrupted power supply. In present paper the configuration and design of experimental ESS based on both Li-ion batteries and supercapacitors have been proposed. Such a hybrid energy storage system (HESS) includes three main components: Li-ion batteries, supercapacitors, and grid interconnection consisting of two invertors and control and monitoring system. Energy storage capacity of developed HESS prototype is 100 kWh, nominal power—100 kW, peak power—200 kW. HESS was created and tested within the experimental facility also including 1.5 MW gas turbine power plant, 200 kW controllable active and reactive loads, and control and measurement system. Experimental results showed that HESS successfully provides the following advantages: (i) suppression of voltage, current, and frequency disturbances in the grid; (ii) compensation of reactive power in the circuit; and (iii) uninterrupted power supply. Cost analysis of proposed hybrid system has also been carried out. In comparison with battery ESS without supercapacitors, HESS showed longer life time, lower cost, and higher peak power.