We establish a connection between a generalization of KLR algebras, called quiver Schur algebras, and the cohomological Hall algebras of Kontsevich and Soibelman. More specifically, we realize quiver Schur algebras as algebras of multiplication and comultiplication operators on the CoHA, and reinterpret the shuffle description of the CoHA in terms of Demazure operators. We introduce "mixed quiver Schur algebras" associated to quivers with a contravariant involution, and show that they are related, in an analogous way, to the cohomological Hall modules defined by Young. We also obtain a geometric realization of the modified quiver Schur algebra, which appeared in a version of the Brundan-Kleshchev-Rouquier isomorphism for the affine q-Schur algebra due to Miemietz and Stroppel. Contents 1. Introduction 1 2. Preliminaries 4 3. Quiver Schur algebras 8 4. The polynomial representation 17 5. Mixed quiver Schur algebras 22 6. Connection to cohomological Hall algebras 29 References 34