Over the last decades, a special attention was given by the scientists to the cooling-assisted approach in many analytical methods, including solid-phase microextraction (SPME), liquid-phase microextraction (LPME), gas purge microsyringe extraction (GP-MSE), and solid-phase dynamic extraction (SPDE). Compared to conventional microextraction, the CA-ME strategy led to more effective methods, regarding extraction efficiency and their applicability to different sample matrices. All CA-ME systems which have been reported to date were reviewed and their important aspects were evaluated and compared. Generally, comparison of different cooling approaches revealed that the systems in which cooling is directly transmitted into the extraction phase, and/or cooling zone has adequate distance from the heating zone, are the most effective methods to increase the extraction efficiency, especially for the analysis of complicated solid matrices.