As a high efficiency separation technique, capillary electrophoresis has been widely used in various fields of analytical science. This review discusses the applications of electrochemical detection systems combined with capillary electrophoresis in pharmaceutical and biomedical analysis. These detection methods mainly involve amperometric detection but also include conductivity detection and potentiometric detection. Its applications in the field are divided into six parts, including catechol compounds, thiols, amino acids and peptides, carbohydrates, general pharmaceuticals, and other related compounds. A relatively detailed discussion is described for each compound under the current studied. On this basis, we have suggested several conceivable directions for capillary electrophoresis with electrochemical detection in the future.