The combination of dispersive liquid–liquid microextraction (DLLME) with capillary electrophoresis (CE)and a time-of-flight mass spectrometer (TOF-MS) was evaluated for the toxicological screening in urine samples. A methodology based on design of experiments (DOE) was implemented to increase the extraction efficiency. Dichloromethane and isopropanol were selected as the extraction and dispersing solvents, respectively. Seven factors for DLLME were screened with the help of a Plackett–Burmann DOE using two model compounds before fine investigation of the important parameters to maximise the compound extraction. These experiments were performed in the CE-UV configuration to overcome potential MS matrix effects. The performance of the entire procedure was then evaluated using CE-ESI-TOF-MS. With a preconcentration factor of more than 130, the highly sensitive DLLME-CE-ESI-TOF-MS method allowed for the detection of 30 toxicological compounds (i.e., amphetamines and their derivatives, opiates, cocaine and its metabolites and pharmaceuticals) in urine with limits of detection in the sub-ng/mL level and was used to analyse real toxicological samples. The combination of DLLME and CE was particularly attractive because of the small amount of organic solvents required.