Sertraline is a basic compound and of pharmaceutical application for antidepressant treatment. The compound has two chiral centers. Separation of the three enantiomeric impurities from the parent compound is challenging. In this study, we successfully separated all four stereoisomers by electrokinetic chromatography using highly sulfated gamma-cyclodextrin and highly sulfated alpha-cyclodextrin as the chiral selectors. The two chiral selectors provided different selectivity and therefore affected the overall separation profiles. This may be due to the size difference between the dichlorophenyl moiety end and naphthalenamine moiety end, resulting in two different types of inclusion complexes with the different cyclodextrins. For routine analysis, highly sulfated gamma-cyclodextrin was better than highly sulfated alpha-cyclodextrin. For each stereoisomeric impurity, the method using sulfated gamma-cyclodextrin provided a limit of quantitation at or lower than 0.1% of the drug substance with adequate resolution. The critical resolution at this concentration level was not less than 4.0. Experimental data suggested that an internal standard was necessary for the purpose of quantitation, and the practical linearity range for analysis of sertraline stereoisomeric impurities was of about two orders of magnitude.