Microchip Capillary Electrophoresis (µCE) represents another step forward for the development of analytical “micro-scale” devices and the possibility of integration for “Lab-on-a-chip” systems. The high performance of detection of µCE devices combined with amperometric detection make them a useful application in the fields of biochemistry and analytical chemistry for the study of explosives, environmental pollutants, nerve agents, clinical and food analysis. This paper intends to provide an overview of the µCE devices with amperometric detection presenting the principles of separation in capillary electrophoresis systems, the parameters to describe the performances in a separation process, the primary electrochemical detection methods as well as the state-of-the-art of these devices.