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This paper describes the simultaneous capillary electrophoresis (CE) of anions and cations using an anion exchange-modified capillary, which was prepared by chemical coating with a cationic silylating reagent, and its application to saliva analysis. The CE method provides high-throughput (5 min for a single sample injection) analysis by generating a high-velocity electroosmotic flow at pH 3.0–3.5. The detection limits at a signal-to-noise ratio of 3 ranged from 1.2 to 18 μM for anions and 1.0 to 2.7 μM for cations. The relative standard deviations for the migration times and peak areas of analytes (n = 4) ranged from 0.05% to 0.40% and 0.94% to 4.7%, respectively. The CE system was used to analyze 11 common ions in saliva samples collected from long-distance runners and sedentary university students before and after running for a set distance or a set time. Interestingly, the SCN− concentrations decreased in the saliva samples of all 14 athletes and 16 sedentary students after running. Furthermore, when the concentrations of the analyzed ions were compared with that of cortisol as a typical stress marker by multiple regression analysis, SCN− and NO3− in saliva samples from the two subject groups strongly correlated with cortisol levels, as determined by an electrochemiluminescence immunoassay. This study improves our knowledge of both the analytical methodology for CE and statistical methods for identifying common ions that could be used as physical stress markers.