Fast and efficient separation by using high performance liquid chromatography (HPLC) is challenging for a wide range of samples. In recent years, core-shell silica microspheres have been widely investigated and used for highly efficient and fast separation under reasonably low pressure for small solutes, biopolymers, and complex samples. In this paper, the mechanism for fast separation and preparation methods of core-shell silica microspheres are introduced, along with their application for HPLC-based separation of small molecules, peptides, and biological macromolecules in HPLC. The developing trends of using core-shell microspheres in HPLC are also presented.