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This paper considers the distributed beamforming design for a simultaneous wireless information and power transfer (SWIPT) in two-way relay network, which consists of two sources, K relay nodes and one energy harvesting (EH) node. For such a network, assuming perfect channel state information (CSI) is available, and we study two different beamforming design schemes. As the first scheme, we design the beamformer through minimization of the average mean squared error (MSE) subject to the total transmit power constraint at the relays and the energy harvesting constraint at the EH receiver. Due to the intractable expression of the objective function, an upper bound of MSE is derived via the approximation of the signal-to-noise ratio (SNR). Based on the minimization of this upper bound, this problem can be turned into a convex feasibility semidefinite programming (SDP) and, therefore, can be efficiently solved using interior point method. To reduce the computational complexity, a suboptimal beamforming scheme is proposed in the second scheme, for which the optimization problem could be recast to the form of the Rayleigh–Ritz ratio and a closed-form solution is obtained. Numerical results are provided and analyzed to demonstrate the efficiency of our proposed beamforming schemes.