Over the past years, the development of capillary electrophoresis (CE) and microchip electrophoresis (ME) systems has grown due to instrumental simplicity and wide application. In both CE and ME, the application of a high voltage (HV) is a crucial step in the electrokinetic (EK) injection and separation processes. Particularly on ME devices, EK injection is often performed with three different modes: gated, pinched, and unpinched. In all these cases, different potential values may be applied to one or multiple channels to control the injection of small sample volumes as well as the separation process. For this reason, the construction of reliable HV power supplies (HVPS) is required. This review covers the advances of the development of commercial and laboratory-built HVPS for CE and ME. Moreover, it intends to be a guide for new developers of electrophoresis instrumentation.