Microextraction techniques have been proven to provide similar or better results in terms of sensitivity and reproducibility in comparison to liquid-liquid extraction (LLE) and solid-phase extraction (SPE). Furthermore, the high time efficiency and decreased workload leads to a higher sample throughput. In this review the state of the art of some of these techniques, namely solid phase microextraction (SPME), stir-bar sorptive extraction (SBSE), solid-phase dynamic extraction (SPDE), in-tube extraction-dynamic headspace (ITEX-DHS) and PAL SPME Arrow is shown. Furthermore, their benefits and drawbacks are discussed, together with their applicability to the analysis of water samples. To that end, the latest publications of microextraction techniques for a selection of regulated compound classes (chlorophenols (CPs), polycyclic aromatic hydrocarbons (PAHs), polychlorinated biphenyls (PCBs), pesticides, short chained chlorinated paraffins (SCCPs) and volatile organic compounds (VOCs)) are compared. Finally, a guideline for choosing the best microextraction technique for different analytical needs is described.