The antifouling PEG-immobilized capillary was introduced for the protein separation in CE through mussel adhesive protein inspired polydopamine coating for the first time. The polydopamine, formed by spontaneous oxidative polymerization of dopamine at alkaline in the inner surface of capillary, was exploited to immobilize amine-functionalized PEG onto the capillary surface. During the process, polydopamine-graft-PEG copolymer was formed via Michael addition or Schiff base reactions. The polymer coating was observed using X-ray photoelectron spectroscopy and SEM. And both of them indicated the formation of the polymer coating. A comparative study of EOF showed that the novel coating could provide effective suppression of EOF and minimized adsorption of proteins. As a consequence, fast and efficient separations of three proteins such as lysozyme, cytochrome c, and riboundease A were obtained within a broad pH range. Furthermore, the long-term stability of polydopamine-graft-PEG coating in consecutive protein separation runs and the high separation efficiency proved that this novel coating was capable of minimizing protein adsorption during the capillary separation. The successful capillary performance also was demonstrated in the separation of protein mixture and milk powder samples at acidic pH.