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The binding of physiologically anionic species or negatively charged drug molecules to proteins is of great importance in biochemistry and medicine. Since affinity capillary electrophoresis (ACE) has already proven to be a suitable analytical tool to study the influence of ions on proteins, this technique was applied here for comprehensively studying the influence of various anions on proteins of BSA, β‐lactoglobulin, ovalbumin, myoglobin, and lysozyme. The analysis was performed using different selected anions of succinate, glutamate, phosphate, acetate, nitrate, iodide, thiocyanate, and pharmaceuticals (salicylic acid, aspirin, and ibuprofen) that exist in the anionic form at physiological pH 7.4. Due to the excellent repeatability and precision of the ACE measurements, not necessarily strong but significant influences of the anions on the proteins were found in many cases. Different influences in the observed bindings indicated change of charge, mass, or conformational changes of the proteins due to the binding with the studied anions. Combining the mobility‐shift and pre‐equilibrium ACE modes, rapidity and reversibility of the protein–anion bindings were discussed. Further, circular dichroism has been used as an orthogonal approach to characterize the interactions between the studied proteins and anions to confirm the ACE results. Since phosphate and various anions from amino acids and small organic acids such as succinate or acetate are present in very high concentrations in the cellular environment, even weak influences are certainly relevant as well.