Capillary electrophoresis coupled to mass spectrometry (CE-MS) is a powerful technique that enables the selective and sensitive analysis of a wide variety of compounds in a large number of biological matrices. CE-MS also offers excellent possibilities for the analysis of minute samples, leading to very limited waste production. All these advantages render CE-MS an attractive technique for the analysis of lipids, a class of hydrophobic metabolites showing a wide physico-chemical diversity and having gained significant attention over the last few years in clinical research due to their key roles in multiple pathophysiological conditions. This chapter discusses the potential of CE-MS for lipid analysis, providing an overview of developments and applications reported over the past 20 years (i.e., since 1997). It is structured according to distinct lipid classes, i.e. phospholipids, glycolipids, acylcarnitines, surfactants, and fatty acids. Experimental conditions, including CE mode and MS type and details about the hyphenation of CE to MS are reported. Extra attention is paid to the use of capillary coatings to improve lipid separation. We introduce the use of M7C4I (ω-iodoalkylammonium salt) as a capillary coating agent for the analysis of apolar compounds and demonstrate its potential for the analysis of lipids in a complex biological sample.