A solid electrolytic capacitor that includes an anode body, a dielectric overlying the anode body, a solid electrolyte overlying the dielectric, and a colloidal particle coating that overlies the solid electrolyte. The coating is formed from a colloidal particle dispersion. The particles of the dispersion contain at least two different polymer components—i.e., a conductive polymer and a latex polymer. One benefit of such a coating is that the presence of the latex polymer can help mechanically stabilize the capacitor during encapsulation due to its relatively soft nature. This helps limit delamination of the solid electrolyte and any other damage that may otherwise occur during formation of the capacitor. Furthermore, the latex polymer can also enhance the ability of the particles to be dispersed in an aqueous medium, which is desirable in various applications.