Aptamers are ribonucleic acid (RNA) or single-stranded deoxyribonucleic acid (ssDNA) selected by systematic evolution of ligands by exponential enrichment (SELEX). Aptamers can identify small molecules, proteins, cells, microorganisms and other targets with high affinity and specificity, and have been widely applied in biology, medicine, food and environmental monitoring. However, available aptamers of practical use are limited. The complex and difficult screening of aptamers are the key to restrict its wide application. Differing from biomacromolecules, cells and microorganisms, small molecules have less binding sites and weaker affinity with nucleic acids. And they usually need to be immobilized on substrates. In addition, due to the tiny differences of size, weight and charge of the target-ssDNA/RNA complex and ssDNA/RNA, their separation is difficult. Therefore, the aptamer selection of small molecules is more difficult than biomacromolecules or cells. The selection of methods for immobilizing the targets or library and the optimization of separation process proceed mainly based on the structure characteristics and applications of aptamers. In this paper, the screening methods for molecules with different groups, molecules containing the same group and chiral molecules are introduced. Also, the library design, the methods for separating targets-ssDNA complex and characterizing affinity interaction are discussed. The sequences and dissociation constants (Kd) of about 40 aptamers reported since 2008 are listed.