This work describes an integrated glass microdevice for proteomics, which directly couples proteolysis with affinity selection. Initial results with standard phosphopeptide fragments from beta-casein in peptide mixtures showed selective capture of the phosphorylated fragments using immobilized metal affinity chromatography (IMAC) beads packed into a microchannel. Complete selectivity was seen with angiotensin, with capture of only the phosphorylated form. On-chip proteolysis, using immobilized trypsin beads packed into a separate channel, was directly coupled to the phosphopeptide capture and the integrated devices evaluated using beta-casein. Captured and eluted fragments were analyzed using both capillary electrophoresis (CE) and capillary liquid chromatography/mass spectrometry (cLC/MS). The results show selective capture of only phosphopeptide fragments, but incomplete digestion of the protein was apparent from multiple peaks in the CE separations. The MS analysis indicated a capture bias on the IMAC column for the tetraphosphorylated peptide fragment over the monophosphorylated fragment. Application to digestion and capture of a serum fraction showed capture of material; however, non-specific binding was evident. Additional work will be required to fully optimize this system, but this work represents a novel sample preparation method, incorporating protein digestion on-line with affinity capture for proteomic applications.