The aim of this study was to evaluate the potential of ultra-high performance supercritical fluid chromatography (UHPSFC) for peptide analysis by comparing its analytical performance to several chromatographic approaches based on reversed-phase liquid chromatography (RPLC), hydrophilic interaction liquid chromatography (HILIC) and mixed-mode liquid chromatography. First, the retention behavior of synthetic peptides with 3 to 30 amino acids and different isoelectric points (acid, neutral, and basic) was evaluated. For all the tested conditions (13 peptides in 8 conditions), only 4 results were not exploitable (not retained or not eluted), confirming that all the tested chromatographic conditions can be successfully applied when analyzing a wide range of diverse peptides. Average tailing factor were quite comparable across all chromatographic modes, while the best peak capacity values were obtained under mixed-mode LC conditions. Selectivity for each chromatographic mode was also evaluated for six closely related peptides having minor modifications on their structures. The LC-based chromatographic modes confirmed their superior selectivity over UHPSFC. By contrast, when analyzing short peptides (di- or tripetides), UHPSFC was the only technique allowing to simultaneously separate highly polar and less polar peptides within the same run confirming its unique versatility. In addition, the sensitivity of each chromatographic approach was accessed by for two representative peptides by both UV and MS detection. With UV detection, limit of detection (LOD) values were comparable among the different chromatographic modes, ranging from 0.5 to 2 µg mL^-1. However, major differences were found when employing MS detection (LOD values ranged from 0.05 to 5 µg mL^-1). The best results were obtained under HILIC conditions, followed by SFC, and finally mixed-mode LC and RPLC modes.