An electric double layer capacitor that contains at least one electrochemical cell is provided. The cell contains electrodes (e.g., two electrodes) that each contain a porous matrix of electrochemically-active particles (e.g., carbon). An aqueous-based electrolyte is disposed in contact with the porous matrix. In accordance with the present invention, the electrolyte is provided with an anionic polymer that serves as binding agent for the electrochemically active particles and thus reduces electrolyte loss, especially at higher temperatures. Because the polymer is anionic in nature, it is generally hydrophilic and thus can retain its binding properties in the presence of water. The anionic nature of the polymer also allows it to remain stable in the presence of a corrosive polyprotic acid, which is employed in the electrolyte to enhance charge density. Thus, as a result of the present invention, a capacitor may be formed that is capable of exhibiting good electrical performance (e.g., high capacitance and low ESR), even at high temperatures (e.g., 70° C. and above).