Biomarkers are detectable molecules that can reflect specific physiological states of cells, organs, and organisms and therefore be regarded as indicators for specific diseases. And the discovery of biomarkers plays an essential role in cancer management from the initial diagnosis to the final treatment regime. Practically, reliable clinical biomarkers are still limited, restricted by the suboptimal methods in biomarker discovery. Nucleic acid aptamers nowadays could be used as a powerful tool in the discovery of protein biomarkers. Nucleic acid aptamers are single-strand oligonucleotides that can specifically bind to various targets with high affinity. As artificial ssDNA or RNA, aptamers possess unique advantages compared to conventional antibodies. They can be flexible in design, low immunogenicity, relative chemical/thermos stability, as well as modifying convenience. Several SELEX (Systematic Evolution of Ligands by Exponential Enrichment) based methods have been generated recently to construct aptamers for discovering new biomarkers in different cell locations. Secretome SELEX-based aptamers selection can facilitate the identification of secreted protein biomarkers. The aptamers developed by cell-SELEX can be used to unveil those biomarkers presented on the cell surface. The aptamers from tissue-SELEX could target intracellular biomarkers. And as a multiplexed protein biomarker detection technology, aptamer-based SOMAScan can analyze thousands of proteins in a single run. In this review, we will introduce the principle and workflow of variations of SELEX-based methods, including secretome SELEX, ADAPT, Cell-SELEX and tissue SELEX. Another powerful proteome analyzing tool, SOMAScan, will also be covered. In the second half of this review, how these methods accelerate biomarker discovery in various diseases, including cardiovascular diseases, cancer and neurodegenerative diseases, will be discussed.