In this paper, we systematically investigated the conjugation of quantum dots (QDs) with certain biomolecules using capillary electrophoresis (CE) and fluorescence correlation spectroscopy (FCS) methods. Commercial QDs and aqueous-synthesized QDs in our lab were used as labeling probes, certain bio-macromolecules, such as proteins, antibodies, and enzymes, were used as mode samples, and 1-ethyl-3-(3-dimethylaminopropyl) carbodiimide hydrochloride (EDC) and N-hydroxysulfo-succinimide (Sulfo-NHS) were used as linking reagents. We studied the effects of certain factors such as the isoelectric points (pIs) of bio-macromolecules and buffer pH on the bioconjugation of QDs, and found that the pIs of bio-macromolecules played an important role in the conjugation reaction. By the optimization of the buffer pH some proteins with different pIs were efficiently conjugated with QDs using EDC and Sulfo-NHS as linking agents. Furthermore, we on-line investigated the kinetic process of QDs-bioconjugation by FCS and found that the conjugation reaction of QDs with protein was rapid and the reaction process almost completed within 10 min. We also observed that QDs conjugated with proteins were stable for at least 5 days in phosphate buffer. Our work described here will be very helpful for the improvement of the QDs conjugation efficiency in bioapplications.