The present invention provides an integrated microfluidic electrospray chip system and analytical method thereof, characterized in which the proteinase reaction, solid-phase extraction mechanism, electrophoresis and mass spectrometry are integrated into one system. This system allows continuous, fast and on-line detection and identification of a sample, where the sample is firstly hydrolyzed and desalted, and then introduced into the microfluidic electrospray chip to undergo electrophoresis. Finally, the separated sample is introduced into a mass spectrometer by means of electrospray for continuous detection and identification. This system applies mainly in the identification of biochemical substances, such as proteins.