Capillary electrophoresis-based immunoassay (CEIA) is a developing analytical technique with a number of advantages over conventional immunoassay, such as reduced sample consumption, simpler procedure, easy simultaneous determination of multiple analytes, and short analysis time. However, there are still a number of technical issues that researchers on CEIA have to solve before the assay can be more widely used. These issues include method to improve the concentration sensitivity of the assay, requirement for robust separation strategy for different analytes, and method to increase the throughput of the assay. The approaches to solve these issues are reviewed. Several studies have been devoted to develop general separation strategies for CEIA, and to enhance the sensitivity of detection. The recent development of microchip-based CEIA is encouraging and is likely to address more drawbacks of CEIA, particularly on the throughput issue.