Bioactive ingredients of natural products can protect human body from harm, as well as prevent and treat disease. Screening bioactive compounds from natural products is attracting particular attention. It is a great challenge to separate and detect the active compounds from complex matrix natural products. CE plays a vital role in screening active compounds because of its unique features such as high-efficiency separation, short-analysis time, minimal sample consumption, and ease to realize automatization etc. Additionally, CE has been developed various modes owing to its abundant advantages in analysis and separation of compounds. The purpose of this work is to review previous developments and applications of CE in screening bioactive compounds derived from natural products from 2007 to 2017. This review does not only summarize the traditional methods of detecting active ingredients but also briefly introduces some novel assays. The trends in the application of CE in active compounds screening are addressed in the article.