A new approach for separation, capillary affinity chromatography, is introduced for studying the interaction of heparin with antithrombin III and secretory leukocyte proteinase inhibitor. Heparin is covalently immobilized on the surface of an etched capillary through a silane spacer. The proteins are injected into the heparinized capillary, bound to the heparin, washed with buffer, eluted with sodium chloride in the same buffer using a pressure injection mode and eluting protein detected by absorbance. The resulting affinity separation is similar to that obtained from traditional affinity chromatography. The quantity of loaded protein in capillary affinity chromatography is at the nanogram level, offering an improvement over the milligram levels required for standard affinity chromatographic methods.