As a typical miniaturized analytical technique, CEC has attracted much attention because of its low sample and solvent consumption, high efficiency, high selectivity, high resolution, and fast speed. In this review, we mainly cover the development of capillary columns and detection techniques in the CEC since 2009. Herein, three types of capillary columns, namely, open-tubular capillary columns, monolithic columns and packed columns, and several types of detectors are reviewed in detail. Moreover, a 2D separation system based on CEC is also reported.