Proteins, by their very diverse nature, provide a wide variety of options for generating selectivity in capillary electrophoresis (CE). Their use in different modes of CE will be considered in this review. Proteins added in solution to the background electrolyte allow separations to be made in a similar fashion to other electrokinetic chromatography methods, e.g., micellar separations. Alternatively, different immobilization schemes can be used to secure proteins within the capillary; these have included capillary electrochromatography with the protein grafted onto a silica support, or immobilization of the protein within a gel structure. Compounds varying in size from small inorganic ions to biopolymers may be bound by proteins. There is the potential for any sort of intermolecular interaction to play a role in the binding process (e.g., hydrophobic interactions, electrostatic interactions, etc.). Very specific high-affinity binding often occurs, but also there is often weaker, non-selective binding. Frequently the interactions of chiral compounds with proteins are stereoselective. Obtaining chiral selectivity has been one of the main applications of protein selectors in CE, and this use will be emphasized here in a discussion structured by type of protein. As well as utilizing the selectivity of proteins to develop separations, the role of CE in investigating ligand-protein interactions will be emphasized.