Aptamer affinity chromatography makes the use of aptamers as affinity ligands to achieve chromatographic separation and concentration. Aptamers are single stranded oligonucleotides that can specifically bind to targets. They show unique advantages over antibodies in preparation, stability and applications. This article summarizes the applications of aptamer affinity chromatography to the separation and analysis of small molecules, proteins, and cells. By critically evaluating literature, this review describes the current status and discusses the future prospects of aptamer affinity chromatography.