Cataclysmic Variables (CVs) are binary systems made of a white dwarf which is accreting mass from a less evolved companion. Depending on the physical properties of the system, the observational characteristics of CVs can be very diverse. Nevertheless, as we learned from projects like the Sloan Digital Sky Survey, CVs occupy the same locus of quasars in color-color diagrams, hence their discovery can be quite challenging. In this paper, we expose how the filter set of the J-PLUS project can help to efficiently separate CVs from other objects (mostly quasars) and even get their type. Through simulations and real data, we explain how accurate the method is and identify the following steps to finally get the first complete unbiased magnitude-limited sample of Cataclysmic Variables to date, a fundamental data set to be able to study the evolution of this type of objects.