A novel capillary electrophoretic method was developed for the analysis and monitoring of the base-catalyzed autoxidation of 20-hydroxyecdysone, a worldwide used non-hormonal anabolic food supplement. An effective separation of the starting material and its bioactive oxidized derivatives was achieved by using sulfobutyl-β-cyclodextrin as selector at pH 11 and by fixing the separation voltage at +30 kV. Only a dilution step was inserted before injecting the sample, taken from the crude reaction mixture, to the capillary electrophoresis instrument. The same alkaline pH was used for the analysis as for the reaction, unlike the previously reported HPLC study where sample neutralization was required prior to the measurement. Due to the very short analysis time (6 min) in capillary electrophoresis, more frequent sampling and more detailed time scale analysis could be carried out. Furthermore, in contrast with the preceding HPLC results, the previously unobserved calonysterone could also be detected by capillary electrophoresis as a minor primary product. Our novel method demonstrated higher resolution than the one before. Baseline separation could be achieved and the resolution values were in the range of 1.9–7.0. The limit of detection was below 71 μg/ml, the relative standard deviation values of the migration time and peak area for intra- and inter-day precision were less than 10%. The more precise, direct monitoring of the time dependency of the oxidation process is expected to have a significant impact on yield optimization initiatives to allow related pharmacological studies in the near future.