It is widely accepted that Joule heating effects yield radial temperature gradients in capillary zone electrophoresis (CZE). The resultant parabolic profile of electrophoretic velocity of analyte molecules is believed to increase the band-broadening via Taylor-Aris dispersion. This typically insignificant contribution, however, cannot explain the decrease in separation efficiency at high electric fields. We show that the additional band-broadening due to axial temperature gradients may provide the answer. These axial temperature variations result from the change of heat transfer condition along the capillary, which is often present in CZE with thermostating. In this case, the electric field becomes nonuniform due to the temperature dependence of fluid conductivity, and hence the induced pressure gradient is brought about to meet the mass continuity. This modification of the electroosmotic flow pattern can cause significant band-broadening. An analytical model is developed to predict the band-broadening in CZE with axial temperature gradients in terms of the theoretical plate height. We find that the resultant thermal plate height can be very high and even comparable to that due to molecular diffusion. This thermal plate height is much higher than that due to radial temperature gradients alone. The analytical model explains successfully the phenomena observed in previous experiments.