A new method for the determination of vanillin, syringaldehyde, coniferaldehyde, and sinapaldehyde in wines and cognacs by high-performance capillary electrophoresis was developed. It simultaneously determines phenolic aldehydes within a few minutes using a diode-array detector. The method requires no sample preparation. The use of a borate buffer solution with pH 9.3 as a mobile phase increases the UV absorption intensity of these compounds and thus lowers the detection limit. The method is characterized by high reproducibility with dispersion coefficients from 4.47 to 6.89% for all of the analytes. The calibration graphs were linear in the concentration range of 0.30 to 57.0 mg/L. The age of cognacs can be determined by this method with an accuracy of 98.68% and a relative standard deviation of 10%.