A new method for detecting five aflatoxin residues in raw milk was presented using micellar electrokinetic capillary chromatography with a diode array detector (MECC-DAD). The specificity of MECC-DAD was evaluated in comparison with that of high-performance liquid chromatography with a fluorescence detector (HPLC-FLD). In the MECC-DAD method, samples were cleaned up by immunoaffinity column chromatography before separation on an uncoated fused-silica capillary column using 7.5 mmol/L borate buffer with 30 mmol/L sodium dodecyl sulfonate (pH 8.5) and 5% acetonitrile and the detection wavelength was set at 214 nm. In the HPLC-FLD method, samples were separated on a C18 column (150 mm × 4.6 mm, 5 μm) by gradient elution using a mobile phase consisting of acetonitrile and water after being cleaned up by immunoaffinity column chromatography. The analytes were detected by a fluorescence detector at 360 nm excitation wavelength and 440 nm emission wavelength. Results showed that MECC-DAD gave smoother and sharper peaks that were more symmetrical without tailing. The limits of detection of MECC-DAD and HPLC-FLD were 0.182–1.669 and 0.014–0.058 μg/L, both meeting the requirements for the determination of aflatoxin residues in raw milk. The precision of HPLC-FLD was somewhat higher than that of MECC-DAD. The recoveries of MECC-DAD and HPLC-FLD were 80.3%–137.0% and 79.6%–134.0%, respectively. When the two methods were applied to the same commercial milk samples, the P value for the deviation between the quantitative results obtained was 0.900, greater than 0.05, indicating no significant difference. In conclusion, MECC-DAD was simple, efficient and inexpensive, making it more suitable for the simultaneous determination of five aflatoxins in milk than HPLC-FLD.