The invention relates to a protein adsorption-resistant capillary column. The capillary inner wall is modified with a number of protein adsorption-resistant covalently bonded coatings. The protein adsorption-resistant covalently bonded coating is formed through a photo-curing cross-linking reaction of photosensitive diazoresin and glucuronolactone under UV light irradiation. Each protein adsorption-resistant covalently bonded coating has thickness of 1.1-1.8 nm. The coating can be prepared in a water phase through a self-assembling method. The preparation process is simple and fast. The chemical bonding of the coating is realized through the photo-curing cross-linking reaction of photosensitive diazoresin and glucuronolactone so that the quality problem such as capillary blocking is reduced. The preparation method is simple and environmentally friendly and realizes high production efficiency and a low production cost. The protein adsorption-resistant capillary electrophoresis covalently bonded coated column has good quality.