In this article, four main capillary separation techniques are discussed in detail. Capillary gas chromatography (GC) is the oldest of all capillary‐based separation methods, and is the premier means of analysis of volatile compounds. In this method, a gaseous mobile phase is used to transport the volatile, semivolatile or volatilizable analytes through an open tubular column and typically separation occurs based on volatility differences (boiling points). Liquid chromatography (LC) is especially attractive for the separation and analysis of nonvolatile or thermally labile compounds. The separation of analytes is based on their partitioning between a flowing liquid mobile phase and a solid stationary phase. LC is widely applied in biological, clinical and environmental analysis. In supercritical fluid chromatography (SFC), the mobile phase is a fluid brought above its critical point. In this supercritical state, the diffusion coefficient of the mobile phase is close to that of gases. However, its solvating power is closer to that of liquids. SFC is practiced almost exclusively in the capillary format. Lastly, capillary electrophoresis (CE) has evolved into a popular separation method, which uses a very small sample and background electrolyte volumes. It is also characterized by very high efficiency and resolving power. In the future, it is believed that electrophoresis and electroosmosis will play a major role in chip‐scale analysis systems.