Cereal grains are important both nutritionally and economically in virtually every country in the world. Cereal grains can be made into a wide range of human foods and are also important animal feed components. Although all of the biochemical components of cereal grains are important, cereal proteins play major functional, as well as nutritional, roles in foods. Cereal proteins are complex mixtures of proteins that are often difficult to solubilize and separate. Because of this, a wide range of analytical techniques have been used to separate and characterize cereal proteins. One of the new techniques used to separate these challenging proteins is high-performance capillary electrophoresis (HPCE). This review covers methods developed to separate cereal proteins by HPCE.