Capillary electrochromatography (CEC) has received increased attention from the academic community because it combines the excellent selectivity of high performance liquid chromatography (HPLC) and the high efficiency of capillary electrophoresis (CE). Selecting the most appropriate stationary phase material is crucial to achieve better separation effects in CEC. In recent years, a considerable number of materials, such as graphene oxide, proteins, metal organic frameworks, and covalent organic frameworks (COFs), have been widely used as stationary phases in CEC to further improve its separation performance and extend its scope of potential applications. Among these materials, COFs have shown great application prospects in CEC owing to their unique properties, which include high porosity, large surface area, excellent stability, tunable pore size, and high designability of the framework structure. This review systematically summarizes published papers on the development and application of COFs in CEC from 2016 to 2023. First, two COF-based capillary columns (i. e., open-tube CEC columns and monolithic CEC columns) and their preparation methods are introduced. Second, the applications of CEC based on COF stationary phases in the separation of environmental endocrine disruptors, pesticides, aromatic compounds, amino acids, and drugs, particularly chiral drugs, are systematically summarized. The separation mechanism of CEC based on COF stationary phases is also introduced. At present, the good separation ability of COF-based CEC is mainly attributed to two factors: 1) The size exclusion effect of the pores of the COF stationary phase. Because of differences in the sizes of their organic molecular building units and side chains, COFs have varying pore sizes and topological structures. Thus, target analytes smaller than the pores of the COFs can enter the frameworks and interact with them during separation. On the other hand, target analytes larger than the pores of the COFs cannot enter the frameworks and interact with them during separation; thus, they can be separated. 2) The interactions between the target analytes and side chains (e. g., hydrophobic interactions, hydrogen bonding, π-π interactions, etc.) of the COFs. Since COFs usually contain alkyl side chains, aromatic structures, and oxygen and/or nitrogen atoms with high electronegativity, various interactions could occur between the COFs and target analytes. Finally, directions for the future development and strategic application of CEC based on COF stationary phases are proposed. We believe that future research in CEC based on COF stationary phases should focus on the following aspects: 1) The use of cheminformatics to design and construct COFs to improve the efficiency of COF capillary column preparation; 2) the development of milder methods to synthesize COFs that can meet the requirements of high performance COF capillary columns; and 3) in-depth research to explore the separation mechanism of CEC based on COF stationary phases to provide theoretical guidance for developing CEC methods suitable for the separation and analysis of complex samples.