Capillary electrochromatography (CEC) is a hybrid separation technique of capillary high‐performance liquid chromatography (cHPLC) and capillary electrophoresis (CE). The mobile phase in a capillary column of CEC is driven by electroosmotic flow (EOF), giving advantages such as high efficiency, high resolution, high selectivity, and low sample and solvent consumption. However, the formation of air bubbles hinders the CEC to become a mainstream separation technique. In order to solve this problem, pressurized capillary electrochromatography (pCEC), with EOF combining hydraulic pressure as its driving force, has been developed and gained more attention. In this article, we introduce the development of CEC and pCEC on their theory, instrumentation, sample introduction, column technology, and applications. Besides, gradient elution and two‐dimensional separation based on CEC and pCEC will also be illustrated.