Affinity monolith columns of 375 nL (effective length 8.5 cm, internal diameter 75 μm) were developed for protein-ligand affinity investigations needing only 3 μg of human serum albumin (HSA). To promote specific interactions and avoid non-specific ones, different combinations of monolithic supports and bio-functionalization pathways were evaluated. Silica and glycidylmethacrylate based monoliths were in-situ synthesized and grafted with HSA. Two direct grafting methods epoxy-amine and Schiff Base plus the streptavidin-biotin method were compared. The columns were evaluated by frontal analysis with ligands of known affinity for HSA. It is shown that a classical capillary electrophoresis instrument equipped with an external pressure device can be used to do weak affinity chromatography at low pressure (less than 1.2 MPa) in a fully automated way and with very low reagent consumption. The grafting pathways were compared in terms of (i) total and active amounts of immobilized protein, (ii) non-specific interactions, (iii) protein denaturation. According to these criteria, the organic monoliths combined with the streptavidin-biotin approach provided the best results. This immobilization pathway led to the highest active protein content (40 pmol of HSA per 8.5-cm column) with less than 10% non-specific interactions and 84% protein activity. The target grafting step lasts only 10 min and is UV-monitored, the UV breakthrough curve giving the exact amount of bound protein. This novel approach was validated by Kd measurements of 3 known ligands of HSA. Streptavidin generic monolith columns could be stored at 4 °C for 3 months maintaining activity. μg of a biotin modified sensitive protein could be attached to a stable streptavidin monolith for immediate interaction studies avoiding stability problems. This development was subsequently extended to another protein of higher pharmaceutical interest: the N-terminal domain of HSP90. Affinity was measured for two known ligands and determined Kd values were in accordance with the literature, proving that our technique is applicable to other proteins.