Capillary electrophoresis (CE) is a rapidly developing method of efficient and selective separation of charged and uncharged compounds. Application of various modifiers of the background electrolyte (BGE) and capillary walls provide enhancement of selectivity and reproducibility of CE analyses. Nanoparticles (NPs) are the most promising modifiers, primarily due to their unique surface chemistry, formation of stable suspensions in BGEs, compatibilities with organic solvents and MS detection. Polymer NPs combine the advantages of nano-sized particles and the ease of dense functionalization. The combination of these properties can be also achieved by joint application of polymers with inorganic-based NPs. Here we review recent application examples of polymer NPs and discuss various synergetic examples of simultaneous use of polymers along with inorganic NPs for the separation of wide classes of compounds. We also consider approaches to capillary modification with NPs and types of “polymer-NPs” combinations for the coating and pseudo-stationary phase formation.