The extraction of salinity gradient energy in the capacitive mixing (CapMix) technique can be enhanced by using polyelectrolyte-coated electrodes. The micromechanism of polyelectrolyte (PE) coating enhancing the salinity energy extraction is studied by using a statistical thermodynamic theory. When PE takes same charge sign as the coated electrodes, the extraction efficiency can be boosted owing to the enhanced response of electrical double layer (EDL) to external cell voltage (V 0 ). For the optimal case studied, the extraction efficiency was boosted from 0.25 to 1.25% by PE coatings. Owing to counterion adsorption and the enhanced response of EDL, the extraction energy density presented a local maximum at V 0 = 0, which is higher than another local maximum value when V 0 ≠ 0. This provides important guidance on the two approaches of CapMix in terms of capacitive Donnan potential (CDP, V 0 = 0) and capacitive double-layer expansion (CDLE, V 0 ≠ 0). Under the effects of PE coating, the extraction efficiency by CDLE can be improved to about 11% by CDP for the optimal studied case. The synergistic effect of grafting conditions can significantly elevate the energy density and extraction efficiency of the CDP process.