Sol-gel technology provides a simple and reliable method for solid-phase microextraction (SPME) fiber preparation through in situ creation of surface-bonded organic-inorganic hybrid coatings characterized by enhanced thermal stability and solvent-resistance properties that are important for the coupling of SPME with GC and HPLC, respectively. The sol-gel coating technology has led to the development of an extensive array of sol-gel sorbent coatings for SPME. In this article, sol-gel microextraction coatings are reviewed, with particular attention on their synthesis, characterization, and applications in conjunction with GC and HPLC analyses. In addition, the development of sol-gel-coated stir bars, their inherent advantages, and applications are discussed. Next, the development and applications of sol-gel capillary microextraction (CME) in hyphenation with GC and HPLC is extensively reviewed. The newly emerging germania- and titania-based sol-gel microextraction phases look promising, especially in terms of pH and hot solvent stability. Finally, sol-gel monolithic beds for CME are reviewed. Such monolithic beds are in a position to greatly improve the extracting capabilities and enhanced sensitivity in CME.