Free solution capillary electrophoresis (FSCE) and micellar electrokinetic capillary chromatography (MECC) methods were developed using standard compounds. Each method was examined for its ability to simultaneously resolve caseins, peptides, and various small molecules found in Cheddar cheese. FSCE with phosphate-urea-acetonitrile run buffer separated caseins and large peptides, but this method was not robust with respect to resolution of milk proteins and peptides. Additionally, peak resolution with phosphate-urea buffer degraded after about 50 samples. MECC with borate-SDS run buffer simultaneously separated α- and β-caseins, peptides, several free amino acids, and small aromatic molecules within 25 min. MECC was robust and electropherograms of phosphate-soluble Cheddar cheese fractions suggest that it may be a valuable tool to study the biochemistry of cheese maturation.