Capillary electrophoresis is recognized as a valued separation technique for its high separation efficiency, low sample consumption, good economic and ecological aspects, reproducibility, and complementarity to traditional liquid chromatography techniques. Capillary electrophoresis experiments are generally performed utilizing optical detection, such as ultraviolet or fluorescence detectors. However, in order to provide structural information, capillary electrophoresis hyphenated to highly sensitive and selective mass spectrometry has been developed to overcome the limitations of optical detections. Capillary electrophoresis‐mass spectrometry is increasingly popular in protein analysis, including biopharmaceutical and biomedical research. It is frequently applied for the determination of physicochemical and biochemical parameters of proteins, offers excellent performance for in‐depth characterizations of biopharmaceuticals at various levels of analysis, and has been also already proven as a promising tool in biomarker discovery. In this review, we focus on the possibilities and limitations of capillary electrophoresis‐mass spectrometry for protein analysis at their intact level. Various capillary electrophoresis modes and capillary electrophoresis‐mass spectrometry interfaces, as well as approaches to prevent protein adsorption and to enhance sample loading capacity, are discussed and the recent (2018–March 2023) developments and applications in the field of biopharmaceutical and biomedical analysis are summarized.