The application of multiple energy storage systems (MESS) in urban railway can recover the regenerative braking energy of trains, and the coordinated control strategy affects the energy-saving and voltage-stabilizing effect of MESS. This paper takes the dual energy storage systems of urban railway as an example to introduce the composition of the system. On this basis, an active collaborative recovery method of regenerative braking energy by MESS is proposed. Considering the circulation problem that the substation (Sub) may charge the energy storage (ESS), this paper calculates the charging and discharging power of the ESS according to the train power, location and circuit topology, which can realize the active collaborative utilization of the regenerative braking energy of the train and reduce the loss of the power supply line. The regenerative braking energy of the train can be fully recovered to avoid the start-up of the train braking resistor, so that the MESS can effectively coordinate the absorption of energy, and better exert the energy-saving and voltage-stabilizing effects of ESS. Finally, combined with the example analysis, the effectiveness of the proposed method is illustrated.