High-throughput screening of compound libraries, including the study of fragments, has become one of the cornerstones in modern drug discovery research. During this process hits are defined that may be developed into valuable leads and eventually into possible drug candidates. In this paper, we have demonstrated that parallel zonal weak affinity chromatography in microcolumns on a chip offers a possible screening format for weakly binding ligands toward a protein target. We used albumin as a model system because this transport protein is well established as a binder (both weak and strong) for drug substances. Bovine serum albumin was immobilized on microparticulate diolsilica particles and then packed into a 24-channel cartridge, which served as the separation platform. Analysis of the obtained chromatograms yielded information about affinity even in the millimolar range. Employing this approach, thousands of substances can be screened in just a day. We feel confident that zonal affinity chromatography will provide a useful technology in the future for performing high-throughput screening.