Status of the development of the 2.5 MV electron cooling system for the NICA collider is reported. The goal of the system is to cool both ion beams during experiment. Cooling of beams during collision prevents grows of beam emittance by compensation of heating effects (intra-beam scattering, beam-beam effects etc.) that increases luminosity of the NICA collider. The system consists of two independent electron coolers in order to meet the requirement of cooling of two independent beams. Each cooler contains high voltage system, transport channels and cooling section. Construction of main parts of the cooling system, results of testing of some prototypes and status of production are described in the article.