The integration of affinity columns in microfluidic devices generates a micro-total analysis system which has high value in applications such as analyte extraction and preconcentration. In this chapter we describe the preparation of affinity columns in situ by photopolymerization of acrylate monomers. The epoxy groups on the columns are further functionalized with antibodies to form affinity columns. We describe in detail the use of our affinity columns in extracting cancer biomarkers from model mixtures and blood serum. The purified biomarkers are then eluted from the column, separated by microchip capillary electrophoresis, and detected by laser-induced fluorescence. Our procedures allow efficient sample pretreatment and preconcentration, as well as simultaneous and rapid quantification of multiple biomarkers.