Joule heat-induced hot-spot formation sets severe limits in the operation of continuous annular electrochromatography (CAEC), a new concept for preparative separation as an analog to analytical capillary electrochromatography (CEC). This may lead to eluent flow perturbance, even to boiling, which would massively weaken separation efficiency and may even hamper the stationary phase used for separation. For reasons of system integration and high-efficiency heat transfer, micro flow heat exchangers are considered with a separate coolant flow. A 3D numerical analysis of the heat transfer of water single-phase laminar flow in a square microchannel and different arrays of micro pin-fins was carried out using COMSOL Multiphysics. Several advanced materials with low electric conductivity and at the same time with high heat conductivity were put forward to be used in the CAEC system. As essential design point, it is proposed to constitute the micro heat exchanger from two different parts of the CAEC system, namely a microstructured pin-fins plate and a so-called conductive plate.