This review presents a comprehensive survey of recent progress on electrochemiluminescence (ECL) detection coupled with capillary electrophoresis (CE). The fundamental theories involved in CE-ECL, e.g., the mechanism involving both coreactant-based and inhibitor-based ECL, as well as the possible analytes to be detected by CE-ECL are summarized. Different schemes for the construction of CE-ECL apparatus, including methods for preparing the working electrode, approaches for addition of ECL reagents, ways to fabricate electrical decouplers, and factors affecting ECL efficiency are reviewed. Discussion of the literature related to the application of CE-ECL from January 2005 to September 2010 is sorted by the corresponding analyte matrixes, namely, the standard solution, urine, serum and plasma, and other matrixes. Finally, possible trends for CE-ECL in the near future are discussed.