Considerable effort has been invested in the development of integrated microfluidic devices for fast and highly efficient proteomic studies. Among various fabrication techniques for the preparation of analytical components (separation columns, reactors, extractors, valves, etc.) in integrated microchips, in situ fabrication of monolithic media is receiving increasing attention. This is mainly due to the ease and simplicity of preparation of monolithic media and the availability of various precursors and chemistries. In addition, UV-initiated photopolymerization technique enables the incorporation of multiple analytical components into specified parts of a single microchip using photomasks. This review summarizes preparation methods for monolithic media and their application as microfluidic analytical components in microchips.