Sorption capacity is a critical issue in microextraction techniques where the amount of sorbent is reduced to the low milligram range and even lower. In this context, the use of sorbents with a high superficial area is really desirable. Nanoparticles (NPs) fulfill this main requirement while, at the same time, provide the analyst with a wide variety of interaction chemistries that can be easily selected depending on the analytical problem under study. In addition, certain NPs present especial properties (e.g. superparamagnetism) that make them so attractive in the microextraction context. Focusing on sorption capacity is meaningless when complex samples, the usual situation in Bioanalysis, are processed as matrix components may overload the sorbent avoiding the extraction of the target analytes. In this scenario, selectivity then becomes a critical variable of concern. This article discusses the role of selectivity in microextraction and provides a general overview of the main coatings used to boost the selectivity of NPs. In particular, this article describes the use of two groups of coatings as selectivity enhancers. On the one hand, the use of synthetic polymers including molecularly imprinted polymers (MIPs) and restricted access materials (RAMs) is a well‐established alternative in analytical sciences. On the other hand, biopolymers, such as antibodies and aptamers, exploit biorecognition that is by far the most selective interaction. Both alternatives are described in detail in this article.