Nanocolumn chromatography devices useful, e.g., in CEC and nanoLC are disclosed. An exemplary chromatography device of the invention includes a nanocolumn, e.g., a capillary, packed with a particulate stationary phase material and a solid support. The solid support, or in situ frit, is adjacent to and integral with the stationary phase material. An in situ frit of the invention may be a mixture of the stationary phase material and a polymeric network of cross-linked poly(diorganosiloxane), e.g., poly(dimethylsiloxane), which may optionally be sintered. The invention also provides methods of making and using such devices.