The accurate determination of marker chemical species in grape, musts, and wines presents a unique analytical challenge with high impact on diverse areas of knowledge such as health, plant physiology, and economy. Capillary electromigration techniques have emerged as a powerful tool, allowing the separation and identification of highly polar compounds that cannot be easily separated by traditional HPLC methods, providing complementary information and permitting the simultaneous analysis of analytes with different nature in a single run. The main advantage of CE over traditional methods for wine analysis is that in most cases samples require no treatment other than filtration. The purpose of this article is to present a revision on capillary electromigration methods applied to the analysis of wine and its precursors over the last decade. The current state of the art of the topic is evaluated, with special emphasis on the natural compounds that have allowed wine to be considered as a functional food. The most representative revised compounds are phenolic compounds, amino acids, proteins, elemental species, mycotoxins, and organic acids. Finally, a discussion on future trends of the role of capillary electrophoresis in the field of analytical characterization of wines for routine analysis, wine classification, as well as multidisciplinary aspects of the so-called from soil to glass chain is presented.