A high density capacitor comprises a housing having a cavity, and a plurality of capacitors forming at least one capacitor bank disposed in the housing cavity. A native cooling fluid is disposed in the cavity, and a heat exchanger is coupled to the housing. A pump is configured to circulate the native cooling fluid from the cavity, through the heat exchanger, through the spacings along an outer surface of each of the capacitors to cool the capacitors using forced convection. The heat exchanger is configured to communicate a secondary fluid through the heat exchanger and draw heat from the native cooling fluid flowing through the heat exchanger. The heat exchanger may have a plenum having a plurality of openings configured to dispense the native cooling fluid from the heat exchanger proximate the at least one capacitor bank.