A cubical polytope is a polytope with all its facets being combinatorially equivalent to cubes. We deal with the connectivity of the graphs of cubical polytopes. We first establish that, for any $d\ge 3$, the graph of a cubical $d$-polytope with minimum degree $δ$ is $\min\{δ,2d-2\}$-connected. Second, we show, for any $d\ge 4$, that every minimum separator of cardinality at most $2d-3$ in such a graph consists of all the neighbours of some vertex and that removing the vertices of the separator from the graph leaves exactly two components, with one of them being the vertex itself.