Pressurized capillary electrochromatography (pCEC) was coupled with electrospray ionization mass spectrometry (ESI-MS) using a coaxial sheath liquid interface. It was used for separation and analysis of peptides and proteins. The effects of organic modifier and applied voltage on separation were investigated, and the effects of pH value of the mobile phase and the concentration of the electrolyte on ESI-MS signal were investigated. The resolution and detection sensitivity with different separation methods (pCEC, capillary high-performance liquid chromatography) coupled on-line with mass spectrometry were compared for the separation of a peptide mixture. To evaluate the feasibility and reliability of the experimental setup of the system, tryptic digests of cytochrome c and modified protein as real samples were analyzed by using pCEC-ESI-MS.