The present invention refers to a separator, comprising a porous substrate having multiple pores; a porous coating layer formed on at least one area selected from at least one surface of the porous substrate and the pores of the porous substrate, and comprising multiple inorganic particles and a binder polymer, the binder polymer being existed on a part or all of the surface of the inorganic particles to connect and immobilize the inorganic particles therebetween; and microcapsules dispersed in at least one area selected from the pores of the porous substrate and pores formed by vacant spaces between the inorganic particles present in the porous coating layer, and containing therein an additive for improving the performances of an electrochemical device, and an electrochemical device having the same.