Microcapillary film (MCF) is an extruded plastic film with an array of parallel microcapillaries (30–500 μm) and it has wide potential applications in bioanalytical techniques as a microfluidic platform. With different surface modification strategies, an MCF combines the advantages of its structure and modified chemical properties to realize various bioanalytical functions. In this review, we begin by introducing the manufacturing process of MCFs, common materials used to produce MCFs, surface treatment approaches of inner surfaces, and a signal detection and readout system of the MCF platform. Then, we summarize some typical applications of MCFs, particularly in protein chromatography, Escherichia coli detection for urinary tract infections, prostate-specific antigen detection for prostate cancer and multiplex immunoassays. Finally, future perspectives of MCFs in bioanalytical techniques are discussed.