Molecularly imprinted polymers are highly selective and cost-effective materials, which have attracted significant interest in various areas such as sample pretreatment and chromatographic and electrophoretic separations. This review aims to present the state of the art concerning the miniaturization of these materials in order to meet the societal demand for reliable, fast, cheap, and solvent/sample saving analyses. The polymerization route specificities for the production of miniaturized molecularly imprinted polymers in capillaries or chip channels such as open tubular, packed particles, magnetic nanoparticles, and in situ imprinted monoliths are investigated. Their performances as selective supports in solid phase extraction and as stationary phases in electrochromatography and liquid chromatography, as well as their possible perspectives are discussed.