A highly sensitive procedure to detect multiple pesticides at trace levels in foods is presented. Initially a comparative study between capillary electrophoresis (CE)-UV and CE-mass spectrometry (MS) is carried out analyzing five pesticides not studied up to now (pyrimethanil, pyrifenox, cyprodinil, cyromazine, and pirimicarb). The comparison between CE-UV and CE-MS is established in terms of separation efficiency, speed of analysis, reproducibility, and sensitivity. A good separation of these compounds is achieved by both techniques using a volatile aqueous buffer containing 0.3 M ammonium acetate/acetic acid at pH 4. Time analysis reproducibility is studied for the same day (n = 5) and three different days (n = 15), showing no significant differences between CE-UV and CE-MS. The study on peak areas reproducibility shows a slightly worse reproducibility for CE-MS compared with CE-UV. The best limit of detection (LOD) that can be achieved for these pesticides using CE-UV was 0.6 microg/mL. CE-MS provides LODs one order of magnitude better than CE-UV. Chemometrics are used to optimize the multiple parameters that play a role in solid-phase microextraction (SPME) and CE-MS analysis (e.g., extraction and desorption times, nebulizer pressure, dry gas flow, dry gas temperature, percentage of organic solvent and acid in the sheath liquid, etc.). The combined use of chemometrics and SPME-CE-MS clearly improves the LODs that can be achieved allowing the detection of pesticides at concentrations down to 15 ng/mL. The usefulness of this approach is demonstrated detecting multiple pesticides in different food samples as grapes and orange juice in a single run. The concentrations detected are below the maximum residue limits (MRLs) permitted for these pesticides in foods corroborating the value of our approach. This work demonstrates, to our knowledge for the first time, the good possibilities of the combined use of SPME-CE-MS and chemometrics.