System for automatic exchange of chromatographic columns which are made of a fritless fused silica capillary for keeping a stationary phase inside the column, wherein the fused silica capillary is coated with a polymeric shell, preferably polyimide, the system includes: - a magazine, wherein a holder for at least one column is placed, the holder comprising sealing ferrules integrated at both ends of the holder, the sealing ferrules configured to surround said column having a cylindrical shape or a shape similar to a cylinder, the holder comprising a through-hole for the column, the column being placeable along an axis of the holder in the through-hole for the column; - a socket wherein the column holder with the column is seated in a working position, wherein the socket is located in lower part of the magazine, the socket configured to receive from the upper part of the magazine the column in the holder, wherein the column in the holder is fed by gravity into the socket during column exchange, wherein the magazine with the socket is mounted on a base between actuators attached to the base, the actuators lying in one axis with the column in the working position, the system further comprising a housing of the magazine, the housing comprising, at the height of the socket in the axis of the actuators, openings that provide access to the column; - to each actuator from the side of the magazine a sealing union is attached, lying in one axis with the column, which has a sealing coned receiving ports with tubing pocket on the side of the column and receiving ports with tubing pocket with mounting thread on the opposite side. - a magazine, wherein a holder for at least one column is placed, the holder comprising sealing ferrules integrated at both ends of the holder, the sealing ferrules configured to surround said column having a cylindrical shape or a shape similar to a cylinder, the holder comprising a through-hole for the column, the column being placeable along an axis of the holder in the through-hole for the column; - a socket wherein the column holder with the column is seated in a working position, wherein the socket is located in lower part of the magazine, the socket configured to receive from the upper part of the magazine the column in the holder, wherein the column in the holder is fed by gravity into the socket during column exchange, wherein the magazine with the socket is mounted on a base between actuators attached to the base, the actuators lying in one axis with the column in the working position, the system further comprising a housing of the magazine, the housing comprising, at the height of the socket in the axis of the actuators, openings that provide access to the column; wherein the magazine with the socket is mounted on a base between actuators attached to the base, the actuators lying in one axis with the column in the working position, the system further comprising a housing of the magazine, the housing comprising, at the height of the socket in the axis of the actuators, openings that provide access to the column; - to each actuator from the side of the magazine a sealing union is attached, lying in one axis with the column, which has a sealing coned receiving ports with tubing pocket on the side of the column and receiving ports with tubing pocket with mounting thread on the opposite side.