Driven by the need for smaller and more efficient continuous chromatographic systems, this study explores the feasibility of miniaturizing multi-column chromatography by integrating monolithic capillary columns directly into a 3D-printed valve rotor. First, monolith capillary ion-exchange columns were synthesized in PEEK capillaries with a diameter of 0.75 mm and a 3D-printed rotor system that can hold these capillary columns was developed. Single-column experiments confirm that the synthesized monolithic columns can separate the proteins hemoglobin and lysozyme with step elution, although the dynamic binding capacity is significantly lower than that of commercial equivalents. Subsequent multi-column tests reveal that a standard gradient simulated moving bed (SMB) approach faces limitations due to elevated back pressure of the columns, resulting in leakages. To overcome this issue, a continuous multi-column chromatography (CMCC) setup was implemented, enabling promising separations with more than 60% yield and 80% purity for both proteins with switching intervals as low as 30 s, allowing for a fast response time of the system. Although further improvements in monolith morphology, functionalization, and valve sealing are needed, these findings highlight the potential of integrating monolith columns in miniaturized multi-column processes.