Capillary electrophoresis (CE) has been abundantly used in the study of molecular interactions owing to such advantages as short analysis time, low sample size requirement, high separation efficiency, and flexible applications. The focus of this paper is to review recent studies and advances (mainly from 1998 to now) in biomolecular interactions using CE. Five CE modes: zone migration CE, affinity CE, frontal analysis (FA), Hummel-Dreyer (HD) and vacancy peak (VP) are cited and compared. Quantitative aspects of the thermodynamics and kinetics of biomolecular interaction are reviewed. Several biomolecular binding systems, including protein-protein (polypeptide), protein-DNA (RNA), protein(polypeptide)-carbohydrate, protein-small molecule, DNA-small molecule, small molecule-small molecule, have been well characterized by CE. CE is shown to be a powerful tool for the determination of the binding parameters of various bioaffinity interactions.