An analytical study on the effect of electrolyte types on the electrokinetic energy conversion is presented using nanoscale cylindrical capillary, which is either positively or negatively charged. The sign of surface charge determines the role and concentration magnitude of ions in the capillary and the energy conversion performance. Our study shows that the electrokinetic energy conversion performance (maximum efficiency, pressure rise and streaming potential) are approximately identical for 1:1 (KCl), 2:1 (CaCl2) and 3:1 (LaCl3) electrolytes when capillary is positively charged. For negatively charged capillary, energy conversion performance degrades significantly with the increase of counter-ion valence. For both positively and negatively charged capillaries, higher maximum efficiency can be resulted in low bulk concentration and surface charge density regimes. However, high maximum pressure rise generation for the pumping is found in the low bulk concentration and high surface charge density regimes. For the electric power generation, higher maximum streaming potential is found when both bulk concentration and surface charge density are low.