In the last years, the European Commission has adopted restrictive directives on food quality and safety in order to protect animal and human health. Veterinary drugs represent an important risk and the need to have sensitive and fast analytical techniques to detect and quantify them has become mandatory. Over the years, the availability of different modes, interfaces, and formats has improved the versatility, sensitivity, and speed of capillary electrophoresis (CE) techniques. Thus, CE represents a powerful tool for the analysis of a large variety of food matrices and food-related molecules with important applications in food quality and safety. This review focuses the attention of CE applications over the last decade on the detection of different classes of drugs (used as additives in animal food or present as contaminants in food products) with a potential risk for animal and human health. In addition, considering that the different sample preparation procedures have strongly contributed to CE sensitivity and versatility, the most advanced sample pre-concentration techniques are discussed here.