Capillary electrophoresis coupled to mass spectrometry via an electrospray interface provides a powerful system for separation and characterization of a high number of biomolecules. The present paper describes a home-made sheathless interface and compares it with a commercial sheath-flow interface, using a separation method based on a peptide hormone mixture of therapeutic interest. In a previous work, we optimized the parameters involved in a sheath-flow interface and obtained good results in sensitivity and reproducibility. The sheathless interface is performed with a graphite-coated electrospray ionisation (ESI) tip attached to the separation capillary. We demonstrate that electrolyte composition is the main parameter affecting signal sensitivity and separation resolution. The effect of the nature and concentration of the organic solvent added to the separation electrolyte is carefully studied. Furthermore, a general comparison of both interfaces is made in terms of separation, reproducibility, and sensitivity obtained under the optimized conditions described. Advantages and disadvantages of both coupling setups have been evaluated.