In recent years, capillary electrophoresis (CE) has been one of rapidly growing analytical techniques to study affinity interactions. Quick analysis, high efficiency, high resolving power, low sample consumption, and wide range of possible analytes make CE an indispensable tool for studies of biomolecules and, in particular, studies of their interactions. In the article, we discuss kinetic methods in CE. The spectrum of proven applications of kinetic CE methods includes: (i) measuring equilibrium and rate constants of protein-ligand interaction from a single experiment, (ii) quantitative affinity analyses of proteins, (iii) measuring temperature in CE, (iv) studying thermochemistry of affinity interactions, and (v) kinetic selection of ligands from combinatorial libraries. We demonstrate that new kinetic CE method can serve as a "Swiss army knife" in the development and utilization of oligonucleotide aptamers. Uniquely, they can facilitate selection of smart aptamers - aptamers with pre-defined binding parameters. We believe that further development of kinetic CE methods will provide a variety of methodological schemes for high-throughput screening of combinatorial libraries for affinity probes and drug candidates using CE as a universal instrumental platform.