Protein adsorption on the inner wall of the fused silica capillary wall is an important concern for capillary electrophoresis (CE) analysis since it is mainly responsible for separation efficiency reduction. Successive Multiple Ionic-polymer Layers (SMIL) are used as capillary coatings to limit protein adsorption, but even low residual adsorption strongly impacts the separation efficiency, especially at high separation voltages. In this work, the influence of the chemical nature and the PEGylation of the polyelectrolyte deposited in the last layer of the SMIL coating was investigated on the separation performances of a mixture of four model intact proteins (myoglobin (Myo), trypsin inhibitor (TI), ribonuclease a (RNAse A) and lysozyme (Lyz)). Poly(allylamine hydrochloride) (PAH), polyethyleneimine (PEI), ε-poly(L-lysine) (εPLL) and αpoly(L-lysine) (αPLL) were compared before and after chemical modification with polyethyleneglycol (PEG) of different chain lengths. The experimental results obtained by performing electrophoretic separations at different separation voltages allowed determining the residual retention factor of the proteins onto the capillary wall via the determination of the plate height at different solute velocities and demonstrated a strong impact of the polycationic last layer on the electroosmotic mobility, the separation efficiency and the overall resolution. Properties of SMIL coatings were also characterized by quartz microbalance and atomic force microscopy, demonstrating a glassy structure of the films.