In vivo sampling of interstitial fluid using microdialysis (MD) fibers has become a standard and accepted procedure. The resulting small volume samples, often with low concentrations of the analyte of interest, present a particular challenge to analytical methods. Rapid developments of analytical techniques with high sensitivity accelerate their combination with MD. On-line MD-based analytical systems are receiving increasing attention because they can provide near real-time data prior to the off-line system. The purpose of this review is to provide information for on-line MD-analytical systems. Special emphasis has been given to the main progression on methodologies of each method during recent years. The advantages, limitations, and adaptivity are also discussed. These methods include on-line MD-liquid chromatography, on-line MD-capillary electrophoresis, on-line MD-mass spectrometry, and on-line MD-biosensor.