There is tremendous interest in graphene since its discovery. In the past few years, graphene-based materials attracted much attention in analytical chemistry due to their large surface area, π-electron-rich structure and good thermal and chemical stability. In this article, an overview of the most significant results so far achieved in the application of graphene-based materials: graphene, graphene oxide and graphene quantum dot as chromatographic stationary phases is presented. In particular, we focus on the separation performance in capillary gas chromatography, in high performance liquid chromatography and capillary electrochromatography. Different synthesis strategies (physical coating, chemical bonding and some other preparation techniques) in preparing graphene-based stationary phases and the relationship with chromatographic behaviour is also considered. Finally, we discuss possible challenges and future perspectives in this rapidly developing field.