Capillary electrophoresis (CE) poses unique challenges in many different analytical applications, mainly to biological and complex samples and when only small amounts of sample are available, due to its low sample consumption. As a consequence, poor limits of detection are usually observed with this technique, especially with UV photodetectors. Minimal or no sample treatment is desirable in any analytical method to avoid external sources of contamination or errors and to provide a high throughput. On- and in-capillary sample pre-concentration strategies, based on solid-phase extraction (SPE) technology can take advantage of both techniques (SPE and CE), while avoiding sample contamination and tedious manipulations when the sample amount is an issue. Moreover, the combination can provide two-dimensional separations. This review collects the most recent strategies that merge SPE technology built on- and in-capillary pre-concentration for increasing sensitivity and/or selectivity.