We report the first application of hydrophobic interaction between graphene oxide (GO) and negatively charged enzymes to fabricate CE-integrated immobilized enzyme microreactors (IMERs) by a simple and reliable immobilization procedure based on layer by layer assembly. L-lactate dehydrogenase (L-LDH), which is negatively charged during the enzymatic reaction, is selected as the model enzyme. Various spectroscopic techniques, including SEM, FTIR, and UV-vis are used to characterize the fabricated CE-IMERs, demonstrating the successful immobilization of enzymes on the negatively charged GO layer in the capillary surface. The IMER exhibits excellent repeatability with RSDs of inter-day and batch-to-batch less than 3.49 and 6.37%, respectively, and the activity of immobilized enzymes remains about 90% after five-day usage. The measured K-m values of pyruvate and NADH of the immobilized L-LDH are in good agreement with those obtained by free enzymes. The results demonstrate that the hydrophobic interactions and/or pi-pi stacking is significant between the GO backbone and the aromatic residues of L-LDH and favorable to fabrication of CE-integrated IMERs. Finally, the method is successfully applied to the determination of pyruvate in beer samples.