The invention discloses a capillary needle. The capillary needle comprises a tube body, the two ends of the tube body are respectively provided with an inlet and an outlet for electro-spray, a part of the tube body is bent to form a sampling end, and the sampling end is provided with a sampling port communicating with a cavity in the tube body. The invention also discloses an electro-spray ionization mass spectrometry analytical apparatus applying the capillary needle. The invention also simultaneously discloses a method applying the electro-spray ionization mass spectrometry analytical apparatus for analytical detection. The analytical apparatus is high in integration, compact in structure, easy to control, small in size and low in cost; the sample consumption is greatly reduced, and the experiment cost is decreased; an integrated sample introduction method is employed, and an sample introduction end does not have to be repeatedly placed in a sample and blank solution, such that cross contamination is reduced, and more importantly, the analytical flux is substantially improved; and through combination with an automatic sample changing system, different samples can be automatically introduced, and therefore, the capillary needle, the apparatus and the method are quite suitable for such fields as high-flux screening, unicell analysis, mass spectrum imaging analysis and the like.