Online comprehensive two‐dimensional liquid chromatography has become an attractive option for the analysis of complex nonvolatile samples found in various fields (e.g. environmental studies, food, life, and polymer sciences). Two‐dimensional liquid chromatography complements the highly popular hyphenated systems that combine liquid chromatography with mass spectrometry. Two‐dimensional liquid chromatography is also applied to the analysis of samples that are not compatible with mass spectrometry (e.g. high‐molecular‐weight polymers), providing important information on the distribution of the sample components along chemical dimensions (molecular weight, charge, lipophilicity, stereochemistry, etc.). Also, in comparison with conventional one‐dimensional liquid chromatography, two‐dimensional liquid chromatography provides a greater separation power (peak capacity). Because of the additional selectivity and higher peak capacity, the combination of two‐dimensional liquid chromatography with mass spectrometry allows for simpler mixtures of compounds to be introduced in the ion source at any given time, improving quantitative analysis by reducing matrix effects. In this review, we summarize the rationale and principles of two‐dimensional liquid chromatography experiments, describe advantages and disadvantages of combining different selectivities and discuss strategies to improve the quality of two‐dimensional liquid chromatography separations.