Proteoglycans (PGs) represent a class of heavily glycosylated proteins distributed in the extracellular matrix, connective tissues, and on the surface of many cell types where, as functional molecules, regulate important biological processes. Structurally, PGs consist of a core protein linked to glycosaminoglycan (GAG) chains, which basically determine the properties and activities of PGs. In view of the structural complexity of GAGs and the existing correlation between this structure and PG functions, systematic efforts are invested into development of analytical methods for GAG characterization. Although less popular and of higher technical difficulty than liquid-based chromatographic methods, CE coupled with ESI MS contributed lately an important progress to glycosaminoglycomics field. In this review article, the most significant CE ESI MS and MS/MS applications in GAG research are highlighted and critically assessed. The advantages and the limitations of each concept as well as the possible further methodological refinements are also concisely discussed. Finally, the review presents the perspectives of CE ESI MS in GAG analysis along with the objectives, which still need to be reached in the near future.