Complementary on-line preconcentration strategies are needed when analyzing different classes of solutes in real samples by capillary electrophoresis (CE) with UV detection. The performance of three different on-line preconcentration (focusing) techniques under alkaline conditions was examined in terms of their selectivity and sensitivity enhancement for a group of steroids, including classes of androgens, corticosteroids and estrogens. Electrokinetic focusing of large sample injection plugs (up to 28% of effective capillary length or 22.1 cm) directly on-capillary can be tuned for specific classes of steroids based on changes in their mobility (velocity) using a multi-section electrolyte system in CE. A dynamic pH junction was applied for the selective resolution and focusing of weakly acidic estrogens using borate, pH 11.0 and pH 8.0 in the background electrolyte and the sample, respectively. Sweeping, using an anionic bile acid surfactant and neutral γ-cyclodextrin (γ-CD) under alkaline conditions (pH 8), resulted in focusing and separation of the moderately hydrophobic (non-ionic) classes of steroids, such as androgen and corticosteroids. Optimal focusing and resolution of all test steroids under a single buffer condition was realized by a dynamic pH junction-sweeping format using borate, pH 11.0 and bile acid surfactant with γ-CD in the BGE, whereas the sample is devoid of surfactant at pH 8.0. The design of selective on-line focusing strategies in CE is highlighted by the analysis of microgram amounts of ethynyl estradiol derived from a female contraceptive pill extract using the dynamic pH junction method, which resulted in over a 100-fold enhancement in concentration sensitivity.