Capillary electrophoresis (CE), a commonly used liquid-phase separation technology, has many advantages such as high analysis speed, high separation efficiency, and low sample consumption. Hence, CE has gained popularity in food analysis, medical clinical diagnosis, environmental monitoring, and biological sample separation, especially in the field of protein separation and analysis. However, the fused silica capillaries that are commonly used in CE easily adsorb proteins, resulting in unstable electroosmotic flow and poor reproducibility of the separation results. In addition, due to the short optical path of the typical ultraviolet detectors employed in commercial CE, the detection sensitivity often does not meet the requirements for the direct analysis of low-abundance proteins. Therefore, developing a coating that can prevent protein adsorption and improve detection sensitivity is one of the important challenges in CE separation and analysis of proteins. Poly(2-methyl-2-oxazoline), a peptide-like hydrophilic polymer, not only has hydrophilicity, protein-repellent ability, and biocompatibility similar to the gold standard of the anti-protein adsorption polymer (polyethylene glycol), but also shows better stability than polyethylene glycol due to its peptide-like structure. Therefore, it has been increasingly used in biomass transfer, drug carrier, and impedance protein adsorption in recent years. This article aims to review the recent applications of poly(2-methyl-2-oxazoline) in CE from two standpoints. First, poly(2-methyl-2-oxazoline) was grafted onto the capillary inner wall using polydopamine as an anchor. The resulting coated capillary successfully separated a mixture of proteins (such as lysozyme, cytochrome C, ribonuclease A, and α -pancreas chymosinogen A), in addition to preventing the non-specific adsorption of other proteins during the quantitative analysis of melamine and lactoferrin in milk powder. Thus, the detection efficiency of melamine and lactoferrin in milk powder was improved. Second, poly(2-methyl-2-oxazoline) was used to produce a binary mixed brush coating with a stimulus-responsive polymer (such as polyacrylic acid). The capillary coated with the mixed brushes could adsorb high amounts of the target protein (such as bovine serum albumin and lysozyme) under certain pH and ionic strength conditions, and most of the adsorbed proteins could be desorbed by changing the pH and ionic strength. During the release, poly(2-methyl-2-oxazoline) present on the coating would prevent the adsorption of proteins. Under the dual effects of electroosmotic flow and electrophoresis, the released protein could migrate rapidly, and the instantaneous concentration of the protein reaching the detector could be greatly increased. Therefore, the target proteins could be on-line concentrated and the detection signals could be amplified, resulting in improved detection sensitivity for the protein. Future development trends in the function of poly(2-methyl-2-oxazoline) for the separation of proteins by CE are also discussed.