Cavity MicroElectrodes (CMEs) offer a valuable platform to evaluate the electrocatalytic performance of micro-and nano-particulate materials. The technical factors and physicochemical processes affecting the electrochemical response at CMEs are to be recognized, specifically, the accessibility of redox species to the electrocatalyst surface. With this aim, the voltammetric response of CMEs is investigated through a joint experimental and theoretical approach including a comparative study of cyclic and square wave voltammetry (SWV). Experiments reveal a capacitive distortion of the response that increases with the powder surface area, but with a faradaic response analogous to that of recessed or inlaid microdisks, i.e. with electrochemical reactions occurring essentially on the first layer of the powder load. We show that SWV is well suited to discriminate Faradaic processes at CMEs and we present accurate mathematical expressions to describe it. These results provide guidelines for the design and analysis of CME voltammetric measurements.