This review outlines some of the analytical challenges associated with the analysis of microdialysis (MD) samples, in particular, the minute complex sample volumes that are often encountered. In MD sampling many different low-molecular-weight molecules can be collected, but the research findings are often limited by the sensitivity, specificity, and reliability of the analytical technique that is coupled to the dialysis probe. Therefore it is critical that a lot of consideration is given in selecting the most suitable analytical method including the most appropriate detector. This review aims to highlight the strengths and weaknesses of a range of commonly used analytical methods employed in MD. In Section 1, a brief overview of the MD technique is described, followed by a discussion on some of the advantages and drawbacks of this sampling technique. Sections 2 and 3 examine analytical and other technical considerations regarding analysis, with special emphasis on the factors that specifically influence analytical detection. Section 4 outlines the most commonly employed analytical techniques used in MD, including HPLC coupled with various detectors. Detail is given regarding the LOD and LOQ for many applications using each detector. As MS is of such high importance in MD, a special sub-section has been devoted to it. The importance of CE is also highlighted, with specific applications described. In addition, analytical techniques that do not appear to have found routine use in MD are discussed. Section 5 is concerned with recent innovations in chemical separation techniques, in particular MCE and ultra-performance liquid chromatography. Specific applications of the coupling of these techniques with MD are highlighted, along with technical challenges associated with miniaturization. In the Section 6, the future outlook of MD is discussed. Techniques other than electrophoretic- and chromatographic based separation methods are outside the scope of this review.