We have, in previous papers, demonstrated that some solute is adsorbed on the ice surface at temperatures below -5 degrees C by the hydrogen-bond formation between the polar groups in the solute and the dangling bonds on the water-ice surface. However, the separation efficiency of this method, named ice chromatography, was seriously restricted principally due to the large sizes of water-ice particles used as a stationary phase. We have devised a convenient method to prepare finer ice particles with diameters of approximately 10 microm. This stationary phase has provided much larger theoretical plate numbers (N = 1500) than that prepared in the previous way (N = 250) and has allowed various applications such as separation of amino acid derivatives, poly(oxyethylene) oligomers, and estrogen. The improved separation performance allows us to discuss retention mechanisms in more detail and to see subtle differences in the retentivity between solutes.