This article provides an overview of the evolution of the different strategies described to improve the performance of microfluidic systems applied in Analytical Chemistry. The concept of analytical microfluidics here encompasses different approaches designed to implement these miniaturized systems for analytical purposes. The physical phenomena involved in microfluidic systems and the microfabrication techniques and materials used in these systems are briefly described. The strategies and difficulties in integrating the different steps of the analytical process, including sample pretreatment, separation, and detection, on a single microfluidic device are discussed. This article includes the most recent trends in the development of microfluidic analytical systems, such as the availability of new biosensors, the analytical usefulness of paper‐based microfluidic systems, the use of nanotechnology, and the applicability of these miniaturized systems to biochemical, food, and environmental analysis.