This paper proposes the method for determination of the capacities of ESS (Energy Storage System) and PCS (Power Conditioning System) for the peak load shaving based on the load data in the substation of urban railway. In addition, this paper analyze the actual measurement of loads in the substation of urban railway. The load of a weekday in the substation of urban railway is high around rush hours in the morning and evening, which is different from that of a normal substation. The required capacities of ESS and PCS become larger as the amount of peak load shaving is higher, and are affected from the patterns of daily load in the substation.