This study involves the characterization of six polyethylene glycol-modified proteins by open tubular capillary electrochromatography, a high-resolution, versatile and reproducible technique for the analysis of biomolecules and pharmaceuticals. Optimized conditions were obtained with respect to type of capillary modification (cholesterol and octadecyl), applied voltage (+20 and −20 kV), buffer pH (2.14–8.14) and addition of methanol modifier to the mobile phase. Electrochromatograms were obtained with both cathodic and anodic applied electric fields. In the case of one PEG–protein, superoxide dismutase, a comparison was made to a previous study. Reproducibility and column lifetime were also evaluated in assessing the usefulness of the method.