The invention relates to a two-dimensional capillary electrophoretic device, in particular to a novel two-dimensional capillary electrophoretic separation device and application thereof. The device can be used for the separation of a protein sample. The device comprises a 2D-CE interface. An immobilized pH gradient capillary monolithic column can be used as a first-dimension separation column of 2D-CE; the outlet end of the monolithic column is connected with one end of the 2D-CE interface through a connecting tube; and the sample inlet end of the monolithic column is arranged in an entrance tank containing alkaline buffer liquid or is connected with an injection pump. A capillary can be used as a second-dimension separation column of 2D-CE; the sample inlet end of the second-dimension separation column is connected with the other end of the 2D-CE interface through a connecting tube; and the outlet end of the second-dimension separation column is arranged in the tank containing the buffer liquid. The 2D-CE interface is arranged in a tank containing acidic buffer liquid. The device can remarkably improve the systematic peak capacity so as to meet the requirements of analyzing a complicated biosample.