Abstract Nanomaterials have found an important place in Analytical Chemistry and, in particular, in Separation Science. Among them, metal‐organic frameworks, magnetic and non‐magnetic nanoparticles, carbon nanotubes and graphene, as well as their combinations, are the most important nanomaterials that have been used up to now. Concerning capillary electromigration techniques, these nanomaterials have also been used as both pseudostationary phases in electrokinetic chromatography (EKC) and as stationary phases in microchip capillary electrophoresis (CE) and capillary electrochromatography (CEC), as a result of their interesting and particular properties. This review article pretends to provide a general and critical revision of the most recent applications of nanomaterials in this field (period 2010–2017).