Capillary electrophoresis (CE) is a powerful analysis technique with advantages such as high separation efficiency with resolution factors above 1.5, low sample consumption of less than 10 µL, cost‐effectiveness, and eco‐friendliness such as reduced solvent use and lower operational costs. However, CE also faces limitations, including limited detection sensitivity for low‐concentration samples and interference from complex biological matrices. Prior to performing CE, it is common to utilize sample preparation procedures such as solid‐phase microextraction (SPME) and liquid‐phase microextraction (LPME) in order to improve the sensitivity and selectivity of the analysis. Recently, there have been advancements in the development of novel materials that have the potential to greatly enhance the performance of SPME and LPME. This review examines various materials and their uses in microextraction when combined with CE. These materials include carbon nanotubes, covalent organic frameworks, metal–organic frameworks, graphene and its derivatives, molecularly imprinted polymers, layered double hydroxides, ionic liquids, and deep eutectic solvents. The utilization of these innovative materials in extraction methods is being examined. Analyte recoveries and detection limits attained for a range of sample matrices are used to assess their effects on extraction selectivity, sensitivity, and efficiency. Exploring new materials for use in sample preparation techniques is important as it enables researchers to address current limitations of CE. The development of novel materials has the potential to greatly enhance extraction selectivity, sensitivity, and efficiency, thereby improving CE performance for complex biological analysis.