Aptamers are short single-stranded nucleic acid ligands that are capable of binding almost any targets with low nano- to picomolar affinities and exceptional specificities. They are selected out of a large combinatorial oligonucleotide library through an in vitro evolution process termed SELEX (systematic evolution of ligands by exponential enrichment). The unique advantages of high-throughput screening technique and aptamers in precise recognition as well as easiness to synthesis and modification bring aptamers a bright prospect in analytical chemistry, biology and medicine research. The recent advances in the SELEX technique and aptamers are reviewed.