The present invention relates to a method for manufacturing a chromatography column, in particular for a gas phase chromatography, comprising a stationary phase made from a sol.This method comprises the following steps: (a) introducing this sol at the first end of the column, (b) moving said sol towards the second end of the column, so that a sol layer is formed on the internal wall of the column, this layer being able to form a gel on said internal wall, and (c) drying of the gel. The present invention also relates to a capillary column as well as to a microcolumn which may be manufactured according to this method.