Glycerophospholipids are amphiphilic molecules possessing polar head groups with a glycerol backbone and nonpolar variable long-chain fatty acids. Numerous molecular species are found in a single class of glycerophospholipid, conferring to these lipids a high structural diversity. They are major components of biological membranes and participate in important activities involving cell signaling and substrate transport. Sphingolipids consist of long-chain bases linked by an amide bond to a fatty acid and via the terminal hydroxyl group to complex carbohydrate or phosphorus moieties, constituting a complex family of compounds that also present an enormous structural variability. As important component of neuronal membranes, sphingolipids contribute to cellular diversity and functions and are associated with several neurodegenerative disorders. Moreover, they were studied in several foods due to their sensorial, reological, and antioxidant characteristics. In this work, the most relevant information available on glycerophospholipid and sphingolipid analysis by CE is reviewed. CE is a very promising analytical technique in polar lipid analysis, which provides high efficiency, relatively high resolution, and enormous versatility and requires small amounts of sample and solvent. MEKC and NACE methodologies have been developed as the most useful alternatives for these analyses by CE. Very interesting LODs have been achieved enabling the application of CE to the determination of glycerophospholipids and sphingolipids in several food and biological matrices.