We report a method to modify a silica capillary with poly(oligo(ethylene glycol)methacrylate) (POEGMA) and its performance for protein separation. We optimized the grafting density and thickness of the POEGMA film and investigated the effect of running buffer pH, ionic strength, separation voltage, and sample injection time. The POEGMA-coated capillary was successfully utilized for the separation of six model proteins. Under optimized conditions, the resolution was found to be much better than a bare capillary, and even better than a widely used, commercially available PEG-modified capillary.