Separations in capillary electrophoresis and especially in micellar electrokinetic capillary chromatography are characterised by a large number of parameters and therefore difficult to optimise. This paper reviews recent approaches suitable for optimisation of selectivity in capillary electrophoresis. Typical features of optimisation strategies applicable to capillary electrophoresis and micellar electrokinetic capillary chromatography in particular are discussed. A distinction is made between statistical approaches, using fitting procedures of polynomial equations, and practical optimisation schemes, based on physicochemical models describing the migration behaviour. Besides speeding up the search in finding satisfactory separation conditions, additional knowledge may be obtained about the migration and separation mechanism(s) when a systematic approach is applied. However, due to the complexity and the number of available optimisation schemes, these approaches should not be used as black-box systems. The analyst has a crucial role in optimising a separation.