Phospholipid vesicles were covalently attached to iminoaldehyde-coated fused silica capillaries and applied to the separation of model steroids by open-tubular CEC (OT-CEC). The effects of reducing the formed Schiff's base with sodium borohydride and of the liposome composition on the stability of the coating were investigated. In addition, the studies were focused on the optimization of running conditions (pH values and composition of BGE solution) when CEC, using capillaries covalently bound with liposome dispersions, was coupled to MS. The effect of cholesterol in the liposome dispersion on the binding of model analytes was studied, using liposome dispersions comprising 80:20 mol% zwitterionic 1-palmitoyl-2-oleyl-sn-glycero-3-phosphocholine (POPC) and the negatively charged phospholipid 1-palmitoyl-2-oleoyl-sn-glycero-3-phospho-l-serine (POPS) and 40:40:20 mol% POPC/POPS/cholesterol. Cholesterol in liposomes (greatly) enhanced the stability of the capillaries by making the coatings more rigid, resulting in lower retention factors for all the studied model steroids. Although most of the studies were carried out by open tubular CEC-UV Vis, the applicability of the capillaries to on-line CEC-MS was demonstrated as well. On-line CEC-MS studies on model steroids proved the suitability of coated capillaries for analyte-lipid membrane interaction studies, and especially for such analytes that are difficult to detect by conventional on-line UV Vis.