An electrokinetic supercharging (EKS) method with a prefilled water plug at the head column of capillary was developed for on-line preconcentration of sodium dodecyl sulfate (SDS)-protein complexes in capillary sieving electrophoresis (CSE). Conventional EKS is a combination of electrokinetic injection with transient isotachophoresis (tr-ITP). The capillary is first filled with background electrolyte, then an appropriate amount of a leading electrolyte is filled and electro-injection is carried out for certain duration. After that, terminating electrolyte is filled, and tr-ITP is subsequently initiated, followed by capillary electrophoresis (CE) separation. In this work, the performance of EKS was evaluated by integrating multiple sub-methods step by step, and a water plug containing polymer was introduced before electrokinetic injection in order to further improve the concentration effect. The positive effects of the sub-methods were verified, including molecular sieving effect of polymer, field enhanced sample injection (FESI) with and without a water plug, and transient isotachophoretic electrophoresis-based FESI. It was observed that analyte discrimination usually encountered in conventional electrokinetic injection was eliminated due to the similar charge to mass ratios of SDS-protein complexes. Based on these results, a hybrid on-line preconcentration method, EKS with injecting a water plug containing polymer before sample electrokinetic injection, was proposed and used to indiscriminately preconcentrate SDS-protein complexes, which provided a sensitivity enhancement factor of more than1000. It was very suitable for the analysis of low-abundance proteins, providing the information of their molecular mass.