Lipid-oligonucleotide (LONs) based bioconjugates represent an emerging class of therapeutic agents, allowing the delivery of therapeutic oligonucleotide sequences. The LON development requests accurate and efficient analytical methods. In this contribution, LON analysis methods were developed in cyclodextrin-modified capillary zone electrophoresis (CD-CZE). The LONs selected in this study feature different structures, including i) the oligonucleotide length (from 10 to 20 nucleotides), ii) the inter-nucleotide linkage chemistry (phosphodiester PDE or phosphorothioate PTO), and iii) the lipidic part: single- (LONsc) or double-chain (LONdc) lipids. In CD-CZE, the effect of several parameters on the electrophoretic peaks was investigated (buffer, CD, and capillary temperature). The binding interaction between LON and Me-β-CD was studied in affinity capillary electrophoresis and revealed a 1:1 LON:CD complex. Non-linear regression and three usual linearization methods (y-reciprocal, x-reciprocal, and double-reciprocal) were used to determine the binding constants (K values of 2.5.104 M−1 and 2.0.104 M−1 for LON PDE and LON PTO, respectively). Quantitative methods with good performances and analysis time lower than 5 min were achieved. Importantly, the developed analysis allows a separation between the i) full-length sequence LONs and their truncated sequences, (n-1), (n-2), and (n-4)-mers and ii) LONsc, LONdc and their corresponding unconjugated oligonucleotides. This work highlights the interest of CD-CZE methods for LON analysis.