The invention provides extraction columns for the purification of an analyte (e.g., a biological macromolecule, such as a peptide, protein or nucleic acid) from a sample solution, as well as methods for making and using such columns. The columns typically include a bed of extraction media positioned in the column, often between two frits. In some embodiments, the extraction columns employ modified pipette tips as column bodies. In some embodiments, the extraction columns are comprised of frits having a low pore. In some embodiments, the frits of the extraction columns have a pore volume of less than one microliter or less than 10% of the interstitial volume of the bed of extraction media.