TiO_xN_y and VO_xN_y powders have been synthesized using oxide precursors and a conventional nitridation method. It enables to control of oxygen content and surface area. The electrochemical performances of the different powders have been investigated. A strong dependence on the surface area as well as on the nature of the oxynitride has been found. A typical value of 300μFcm⁻² has been determined for VO_xN_y powders, while TiO_xN_y powders only show 50μFcm⁻². In this last case it is believed that only double layer capacitance or weak redox reactions participate in charge storage mechanism while for vanadium based oxynitrides, a thin layer below the surface (≈4Å) is involved in charge storage via faradic reactions. VO_xN_y electrodes can be operated in different aqueous electrolytes, but only double layer capacitance is measured in neutral electrolytes. The highest capacitance values (≈80Fg⁻¹) are measured in KOH and fair cycling ability is achieved when the electrochemical window is limited, thus avoiding oxidative potentials.