Capitalization is one of the most essential conventions of writing in English. A proper use of capitalization not only signals the beginning of a sentence or highlights certain types of words in a sentence but also ensures the clarity of meaning and the effectiveness of writing. Unfortunately, many EFL learners fail to use it correctly in their writing that prevent them from developing their writing skills and eventually negatively affect their overall language learning process. The goal of the present study was to find out the most frequent capitalization errors made by the EFL learners at the undergraduate level. By using a survey sheet, the study conducted a survey among 230 undergraduate students at Bangladesh Agricultural University and found that the use of capital/small letters with certain words associated with the Internet like Net, Web, Internet, etc.; with the names of general academic subjects; with the family relationship words; with the exceptional proper nouns such as black & white (names of human race), sun & moon (names of planet); with the first word of an incomplete sentence after a colon; with the titles of people; etc. are some of the particular areas where the participants made most frequent errors. The study basically attempted to make the learners aware of their common capitalization errors, so that, they can minimize the errors in their writing, and can make their writing more accurate, meaningful, and comprehensible.