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Capillary electrophoresis coupled to mass spectrometry is a very efficient analytical method for the analysis of post-translational modifications because of its high separation efficiency and high detection sensitivity. Here we applied CE-MS using three differently coated separation capillaries for in-depth analysis of a set of 70 synthetic post-translationally modified peptides (including phosphorylation, acetylation, methylation, and nitration). We evaluated the results in terms of peptide detection and separation characteristics and found that the use of a neutrally coated capillary resulted in highest overall signal intensity of singly modified peptides. In contrast, the use of a bare-fused silica capillary was superior in the identification of multi-phosphorylated peptides (12 out of 15 were identified). Fast separations of approximately 12 min could be achieved using a positively coated capillary, however, at the cost of separation efficiency. A comparison to nanoLC-MS revealed that multi-phosphorylated peptides interact with the RP material very poorly so that these peptides were either washed out or elute as very broad peaks from the nano column which results in a reduced peptide identification rate (7 out of 15). Moreover, the methods applied were found to be very well suited for the analysis of the acetylated, nitrated and methylated peptides. All 36 synthetic peptides, which exhibit one of those modifications, could be identified regardless of the method applied. As a final step in this study and as a proof of principle, the phosphoproteome enriched from PC-12 pheochromocytoma cells was analyzed by CE-MS resulting in 5686 identified and 4088 quantified phosphopeptides. We compared the characterized analytes to those identified by a nanoLC-MS proteomics study and found that less than one third of the phosphopeptides were identical, which demonstrates the benefit by combining different approaches quite impressively.