Once a suitable stationary phase and column dimensions have been selected, the retention in liquid chromatography (LC) is traditionally adjusted by controlling the mobile phase composition. Solvent gradients enable achievement of good separation selectivity while decreasing the separation time as compared to isocratic elution. Capillary columns allow use of other programming parameters, i.e. temperature and applied electric fields, in addition to solvent gradient elution. This paper presents a review of programmed separation techniques in miniaturized LC, including retention modeling and method transfer from the conventional to micro- and capillary scales. The impact of miniaturized instrumentation on retention and the limitations of capillary LC are discussed. Special attention is focused on the gradient dwell volume effects, which are more important in micro-LC techniques than in conventional analytical LC and may cause significant increase in the time of analysis, unless special instrumentation and (or) pre-column flow-splitting is used. The influence of temperature upon retention is also discussed, and applications where the temperature has been actively used for retention control in capillary LC are included together with the instrumentation utilized. Finally the possibilities of additional selectivity control by applying an electric field over a packed capillary LC column are discussed.