This review provides an in‐depth exploration of capillary electrophoresis–mass spectrometry (CE–MS) in biomolecular research from 2020 to 2024. CE–MS emerges as a versatile and powerful tool due to its numerous advantages, facilitating the analysis of various biomolecules, including proteins, peptides, oligonucleotides, and other metabolites, such as lipids, carbohydrates, or amines, among others. The review extends to various CE modes and interfaces for the CE–MS coupling, offering comprehensive insights into their applications within biomolecular research. Furthermore, it effectively summarizes the conditions employed in CE–MS while also addressing critical aspects such as sample preparation requirements. Despite its advantages, the review highlights a gap between discovery and practical implementation, underscoring the need for large‐scale validation and method standardization to fully realize the potential of CE–MS in biomolecular research.