In medicine and biotechnology, close monitoring of molecular processes might assist to optimise therapeutic interventions and production of biochemicals, respectively. Here, we summarize the current status of two automatic and continuous sampling technologies, microdialysis and microfiltration, which facilitate both in vivo and in vitro monitoring of nearly any analyte, because they can be combined easily with many analytical techniques. Conventional microdialysis and microfiltration, which require collecting relatively large samples, are however often impractical and semi-quantitative; hence, we focus on ultraslow sampling to circumvent such limitations. Ultraslow microdialysis and microfiltration already have been used successfully for quantitative pharmacokinetics, glucose metabolism (e.g. of the brain), cytokines and proteomics (e.g. tumour secretomes), both in vivo and in vitro.