Herein, carbon nanotubes assisted electromembrane extraction method (CNTs/EME) coupled with capillary electrophoresis (CE) was developed for preconcentration and determination of cocaine in different real samples for the first time. In this method, CNTs dispersed in organic solvent were located in the pores of porous fiber walls supported by capillary forces and sonification. Using this strategy, a new route was generated for higher mass transfer of cocaine across the supported liquid membrane (SLM), which could reinforce the extraction efficiency. The effect of experimental parameters such as voltage and time was examined to achieve the highest extraction efficiency, CNTs/EME provided higher extraction efficiencies in a lower extraction voltage in comparison with the EME method. Under the optimized conditions (100 V as the voltage, pH = 2.0 in acceptor phase, pH = 6.0 in the donor phase, 2 mg mL−1 CNTs concentration in SLM, and extraction time of 20 min), linearity was ranged from 7 to 3000 ng mL−1 (R2 = 0.9978) with a detection limit (S/N ratio of 3:1) of 2.12 ng mL−1. A high preconcentration factor (178) and a high extraction recovery (89%) with a good repeatability value (RSD = 4.5%, n = 5) were also obtained. Finally, this method was successfully applied to determine cocaine in wastewater and biological samples.