This paper reviews recent progress in bioanalysis using capillary electrochromatography (CEC), especially in the field of separation of proteins and peptides. Fundamentals of CEC are briefly discussed. Since most of the recent developments on CEC have focused on column technology, i.e., design of new stationary phases and development of new column configurations, we describe here a variety of column architectures along with their advantages and disadvantages. Newly emerged column technologies in CEC for high speed and high efficiency separation are also discussed. Different analytical platforms of CEC such as pressure-assisted CEC or voltage-assisted micro-high-performance liquid chromatography (HPLC), CEC with different detection techniques, CEC on microchip platforms and multidimensional electrochromatography with their applications in peptide and protein analysis are presented.