Capillary electrophoresis (CE) is a versatile analytical separation method in the field of biochemistry. Although it has been proved that the relative molecular mass (Mr) of the polymers determines the threshold concentration of the entangled polymer solution, which will affect the separation performance of DNA molecules, there is still no report on the effect of Mr on the separation performance of proteins. Herein, we have thoroughly performed the CE of proteins ranged from 14.3 kDa to 116 kDa in a mixed hydroxyethyl cellulose (HEC) solution. The mixed solution was obtained with various Mr including 90,000, 250,000, 720,000, and 1,300,000. Then, we found that the mixed polymer provided a high resolution for small protein molecules while increasing the efficiency of large ones. Results demonstrated that the migration time decreased if HEC (1,300,000) was mixed with the lower Mr one, and the mixed solution (1,300,000/250,000) offered the highest resolution. The resolution was negatively correlated with the electric field strength. Finally, we have employed the optimal electrophoretic conditions to separate proteins in human tears, and it showed that lysozyme, lipocalin, and lactoferrin from human tears were successfully resolved in the mixed HEC. Such work indicates that CE has the potential to be developed as a tool for the diagnosis of xerophthalmia, meibomian gland dysfunction, or other eye diseases.