We show experimentally that an inexpensive glass microcapillary can accumulate λ-phage DNA at its tip and deliver the DNA into the capillary using a combination of electro-osmotic flow, pressure-driven flow, and electrophoresis. We develop an efficient simulation model based on the electrokinetic equations and the finite-element method to explain this phenomenon. As a proof of concept for the generality of this trapping mechanism we use our numerical model to explore the effect of the salt concentration, the capillary surface charge, the applied voltage, the pressure difference, and the mobility of the analyte molecules. Our results indicate that the simple microcapillary system has the potential to capture a wide range of analyte molecules based on their electrophoretic mobility that extends well beyond our experimental example of λ-phage DNA. Our method for separation and preconcentration of analytes therefore has implications for the development of low-cost lab-on-a-chip devices.