Much attention has been paid to utilizing polydopamine (PDA) as the stationary phase in open-tubular capillary electrochromatography (OT-CEC) owing to its diverse properties, such as strong adhesion to various surfaces, latent reactivity toward amine and thiol groups and metal ion chelating/redox activities. In this study, a novel open-tubular capillary column coated with polydopamine/gold nanoparticles/thiols (PDA/Au NPs/thiols) has been fabricated based on the multiple properties of PDA for the first time. The capillary inner surface was firstly functionalized with a layer of PDA/Au NPs using the strong adhesive and metal ion redox properties of PDA. Thiols were then introduced and covalently reacted with the hybrid coating based on the Michael addition reaction of PDA and thiols and also Au–S bonds. Moreover, benefitting from the porosity of PDA, layer-by-layer (LBL) self-assembly was further applied to increase the amounts of stationary phase (Au NPs and thiols), which can significantly enhance the separation effectiveness and stability of the coated column. The formation of the PDA/Au NP/thiol coating in the capillary was confirmed and characterized by scanning electron microscopy (SEM), Energy Dispersive Spectrometry (EDS) and AFM (Atomic Force Microscopy). Then the separation effectiveness of the PDA/Au NP/thiol@capillary was verified by the separation of alkylbenzenes, which can achieve baseline separation easily with high column efficiency. In addition, the column showed long lifetime and good stability. The relative standard deviations (RSDs) for intra-day and inter-day repeatability of the PDA/Au NP/thiol@capillary were lower than 5%. Therefore, the layer-by-layer self-assembly of PDA/Au NPs/thiols on the capillary inner-surface could be an effective capillary modification strategy.