A model predictive control (MPC) for an onboard hybrid energy storage system (HESS) in Light Rail Vehicles is proposed. The HESS uses batteries and supercapacitors (SCs). The main objective of the controller is to reduce the system losses while maintaining the supercapacitors state-of-charge (SOC) in a suitable range. To do this, a hierarchical control (Master/Slave) is proposed: a master energy management MPC controller which generates the battery current reference and an slave MPC algorithm controls the power switches of the converters. Additionally, the capability to constraint the battery current reference and battery current is achieved by both controllers respectively. Simulation results, carried out in MATLAB/Simulink, show that the SC SOC is maintained in a suitable range.