One of the major problems facing the development of capillary electrophoresis (CE) is the relatively high limits of detection when compared to traditional high-performance liquid chromatographic (HPLC) methods. While the use of an alternative detector can offer better sensitivity, a more universal approach is sample preconcentration. Numerous on-line methods have been developed to improve the sensitivity of CE, and are based on electrophoretic principles, chromatographic principles, or a combination of both. This review will discuss all forms of on-line preconcentration methods for CE, with emphasis given to those that have shown particular merit when applied to inorganic and small organic anions.