This review gives a wide overview of recent advances and applications of capillary electrophoresis and microchip capillary electrophoresis methods in the fields of proteomics and peptidomics in the period from mid‐2018 up to the end of 2022. The methodological topics covering sample preparation and concentration techniques, hyphenation of capillary electrophoresis methods with mass spectrometry, and multidimensional separations by on‐line or off‐line coupled different capillary electrophoresis and liquid chromatography techniques are described and new developments in both bottom‐up and top‐down approaches in proteomics are presented. In addition, various applications of capillary electrophoresis methods in proteomic and peptidomic studies are demonstrated. They include monitoring of protein posttranslational modifications and applications in biological and biochemical research, clinical peptidomics and proteomics, and food analysis.