The high separation efficiency and loading capacity of capillary electrochromatography (CEC) make it an attractive separation mode for coupling with mass spectrometry (MS), which has the ability to unambiguously identify analytes with high selectivity and sensitivity. We present an overview of recent advances on both instrumentation and separation columns employed in CEC-MS systems. In particular, the main characteristics of the stationary phases, as well as the configurations of the column outlet that are related with the coupling arrangements of the MS ionization sources, are reported. At present, packed columns and conventional electrospray ionization (ESI) sources are mainly employed in CEC-MS. Nevertheless, the use of monolithic capillary columns and nanoelectrospray sources has the potential for wide acceptance in the next future. Moreover, the main features of several mass analyzers including ion trap, quadrupole, time-of-flight, magnetic sector, and Fourier transform-ion cyclotron resonance are examined. Finally, current applications of this technology, mainly in the pharmaceutical field and proteomics, are reviewed.