As a novel micro-separation technique, capillary electrochromatography (CEC) has the merits of high efficiency, high selectivity, high resolution and rapid analysis. However, the small-volume injection manipulated in capillary dimensions poses a great challenge for detectors in achieving high sensitivity. Currently, one of the major researches into CEC involves the development of some sensitive detection modes. The general introduction, which includes the historical perspectives and the principles of CEC, is briefly described. The recent advances about CEC coupled with various detectors and its applications in the separation of complex samples are summarized. A total of 141 references are reviewed.