Over the past two decades, many environmentally sustainable sample-preparation techniques have been proposed, with the objective of reducing the use of toxic organic solvents or substituting these with environmentally friendly alternatives. Microextraction techniques (MEs), in which only a small amount of organic solvent is used, have several advantages, including reduced sample volume, analysis time, and operating costs. Thus, MEs are well adapted in bioanalysis, in which sample preparation is mandatory because of the complexity of a sample that is available in small quantities (mL or even μL only). Capillary electrophoresis (CE) is a powerful and efficient separation technique in which no organic solvents are required for analysis. Combination of CE with MEs is regarded as a very attractive environmentally sustainable analytical tool, and numerous applications have been reported over the last few decades for bioanalysis of low-molecular-weight compounds or for peptide analysis. In this paper we review the use of MEs combined with CE in bioanalysis. The review is divided into two sections: liquid and solid-based MEs. A brief practical and theoretical description of each ME is given, and the techniques are illustrated by relevant applications.