Capillary columns containing microparticulate adsorbents were used with CO2 as the mobile phase. By operating at selected temperatures, the CO2 mobile phase changed from liquid or supercritical fluid to gas between the column inlet and outlet. The column efficiency was examined for both situations. Similar minimum‐reduced plate heights (h∼1.5) were obtained for both situations, however, higher optimum mobile phase linear velocity (uopt) was observed when using a mobile phase that changed from supercritical fluid to gas than from liquid to gas. Silica and alumina adsorbents provided high selectivities for unsaturated (olefinic and aromatic) hydrocarbons. Silica adsorbents were more suitable than alumina for the separation of highly unsaturated compounds such as aromatic compounds, while alumina‐packed capillary columns yielded lower resistance to CO2 mobile phase flow and allowed faster separations. Chromatographic separations can be optimized by combining various modes of chromatography [i.e., liquid chromatography (LC), supercritical fluid chromatography (SFC), and gas chromatography (GC)] along the column length. ©1999 John Wiley & Sons, Inc. J Micro Sep 11: 359–365, 1999