Energy harvesting and storage are two distinct processes that are generally achieved using two separated parts based on different physical and chemical principles. Here we report a self-charging electrokinetic supercapacitor that directly couples the energy harvesting and storage processes into one device. The device consists of two identical carbon nanotube/titanium electrodes, separated by a piece of anodic aluminum oxide nanochannels membrane. Pressure-driven electrolyte flow through the nanochannels generates streaming potential, which can be used to charge the capacitive electrodes, accomplishing simultaneous energy generation and storage. The device stores electric charge density of 0.4 mC cm-2 after fully charging under pressure of 2.5 bar. This work may offer a train of thought for the development of a new type of energy unit for self-powered systems.