The sequencing of several organisms' genomes, including the human's one, has opened the way for the so-called postgenomic era, which is now routinely coined as proteomics". The most basic task in proteomics remains the detection and identification of proteins from a biological sample, and the most traditional way to achieve this goal consists of protein separations performed by two-dimensional polyacrylamide gel electrophoresis (2-D PAGE). Still, the 2-D PAGE-mass spectrometry (MS) approach remains lacking in proteome coverage (for proteins having extreme isoelectric points or molecular masses as well as for membrane proteins), dynamic range, sensitivity, and throughput. Consequently, considerable efforts have been devoted to the development of non-gel-based proteome separation technologies in an effort to alleviate the shortcomings in 2-D PAGE while reserving the ability to resolve complex protein and peptide mixtures prior to MS analysis. This review focuses on the most recent advances in capillary-based separation techniques, including capillary liquid chromatography, capillary electrophoresis, and capillary electrokinetic chromatography, and combinations of multiples of these mechanisms, along with the coupling of these techniques to MS. Developments in capillary separations capable of providing extremely high resolving power and selective analyte enrichment are particularly highlighted for their roles within the broader context of a state-of-the-art integrated proteome effort. Miniaturized and integrated multidimensional peptide/protein separations using microfluidics are further summarized for their potential applications in high-throughput protein profiling toward biomarker discovery and clinical diagnosis.