Nowadays, there is an increasing attention for nutraceuticals and, in general, bioactive compounds naturally present in food. Indeed, the possibility of preserving human health and preventing disease (e.g., cardiovascular diseases, cancer etc.) by the intake of healthy food is attractive for both consumers and food industries. In turn, research in this field was also prompted significantly, with the aim of characterizing these bioactive compounds and ascribe to them a specific activity. The bioactive compounds can belong to several chemical classes. However, their chemical diversity and presence in complex matrices, such as food, make it challenging both their isolation and characterization. To tackle this issue, efficient separation systems are needed, which are mainly based on chromatography. In this context, this mini-review aims to provide the reader with an overview of the most relevant and recent approaches for the separation of the most common bioactive compounds in food, in particular polyphenols, phenols, carotenoids, and peptides, by liquid chromatography approaches.