FAQ: Can I label the Protein Ladder with horseradish peroxidase (HRP) for western blotting?

It is not recommended.  The SDS in the loading buffer would interfere with the HRP labeling.  The SDS would have to dialyzed out of the solution.  Once a protein is labeled with HRP, due to its large molecular size, it would greatly change the molecular weights of each of the proteins.  It would therefore no longer be a ladder of known molecular weights when run on SDS-PAGE.