Lanthanide sensitized luminescence is a very attractive alternative to UV detection and other luminescence techniques, i.e., fluorescence and phosphorescence, in separation science for the detection of drugs and xenobiotics because of the large Stokes shift, narrow emission bands and long lifetime. Some published applications of HPLC determination with lanthanide (Ln3+) sensitized luminescence detection are reviewed. Advantages and limitations of this technique are discussed. Normal-phase (NP) HPLC is not influenced by the quenching effect of water whereas reversed-phase (RP) HPLC is applicable to more compounds than NP-HPLC. However, pH adjustment and the quenching effect of water on Ln3+ luminescence are the main drawbacks of RP-HPLC. Elution properties and the need for pH adjustment are two arguments for selecting the mode of addition of Ln3+, i.e., pre- or post-column in the HPLC system. Sensitized Ln3+ luminescence detection is a much more specific method of detection than UV or fluorescence detection after HPLC separation but nevertheless, in some cases, does not always exhibit a significant increase in analytical performance when the donor itself is a strong fluorophore. The development of more powerful excitation sources could improve the limit of detection of the Ln3+ sensitized detection technique. This review suggests that it would be useful to obtain predicting factors about the drug to establish whether the latter is suitable to be measured using an HPLC-Ln3+ approach.