Enzymes immobilized on the inner surface of an electrophoretic capillary were used to increase sensitivity and resolution in capillary zone electrophoresis (CZE). Sensitivity is enhanced by inserting a piece of capillary containing the immobilized enzyme into the main capillary, located before the detector, in order to transform the analyte into a product with a higher absorptivity. This approach was used to determine ethanol. In order to improve resolution, capillary pieces containing immobilized enzymes were inserted at various strategic positions along the electrophoretic capillary. On reaching the enzyme, the analyte was converted into a product with a high electrophoretic mobility, the migration time for which was a function of the position of the enzyme reactor. This approach was applied to the separation and determination of acetaldehyde and pyruvate. Finally, the proposed method was validated with the determination of ethanol, acetaldehyde, and pyruvate in beer and wine samples.