We present a fast gas chromatographic system that can be used as a second dimension in comprehensive two-dimensional (supercritical fluid × gas) chromatography (SFC × GC). The temperature of the short (1 m long) capillary column is controlled by a resistively heated coaxial stainless-steel tube. The electrical resistance and, therefore, temperature of the stainless-steel tube are measured by continuous monitoring of the current/voltage ratio. Highly repeatable heating rates of up to 2100 °C min−1 (35 °C s−1) are obtained, which should be high enough for the most demanding fast chromatograms. To reduce the cooling time between temperature programs, the column is cooled by injecting evaporating carbon dioxide into the space between the coaxial heater and the column. This gives cooling rates of 5100 °C min−1 (85 °C s−1), which allows quick succession of temperature programs. More repeatable heating profiles with stable GC retention times together with faster cooling are significant improvements on previous SFC × GC systems. Cycle times of four gas chromatograms per minute could readily be achieved, which allows efficient coupling to high-resolution stop-flow SFC in the first dimension. We demonstrate the fast chromatograph by separating fatty acid methyl esters, yielding information that would be useful in the food and biodiesel industries.