Nucleic acid aptamers are ssDNA or ssRNA fragments that specifically recognize targets. However, the pharmacodynamic properties of natural aptamers consisting of 4 naturally occurring nucleosides (A, G, C, T/U) are generally restricted for inferior binding affinity than the cognate antibodies. The development of high-affinity modification strategies has attracted extensive attention in aptamer applications. Chemically modified aptamers with stable three-dimensional shapes can tightly interact with the target proteins via enhanced non-covalent bonding, possibly resulting in hundreds of affinity enhancements. This review overviewed high-affinity modification strategies used in aptamers, including nucleobase modifications, fluorine modifications (2′-fluoro nucleic acid, 2′-fluoro arabino nucleic acid, 2′,2′-difluoro nucleic acid), structural alteration modifications (locked nucleic acid, unlocked nucleic acid), phosphate modifications (phosphorothioates, phosphorodithioates), and extended alphabets. The review emphasized how these high-affinity modifications function in effect as the interactions with target proteins, thereby refining the pharmacodynamic properties of aptamers.