Capillary electrophoresis (CE) has been proven to be a performant analytical method to analyze both small and macro molecules. Indeed, it is capable of separating compounds of the same nature according to differences in their charge to size ratios, particularly proteins, monoclonal antibodies and peptides. However, one of the major obstacles to reach high separation efficiency remains the adsorption of solutes on the capillary wall. Among the different coating approaches used to control and minimize solute adsorption, polyelectrolyte multilayers can be applied to CE as a versatile approach. These coatings are made up of alternating layers of polycations and polyanions, and may be used in acidic, neutral or basic conditions depending on the solutes to be analyzed. This review provides an overview of Successive Multiple Ionic-polymer Layer (SMIL) coatings used in CE, looking at how different parameters induce variations on the electro-osmotic flow (EOF), separation efficiency and coating stability, as well as their promising applications in the biopharmaceutical field.