Cancer has long been a significant threat to human life and health. The advent of immune checkpoint blockade strategies has reversed cancer‐induced immune suppression, advanced the development of immunotherapy, and offered new hope in the fight against cancer. Aptamers, which possess the same specificity and affinity as antibodies, are advantageous due to their synthetic accessibility and ease of modification, providing novel insights for immune checkpoint research. In this review, we outline the key aptamers currently developed for immune checkpoints such as CTLA‐4, PD‐1, PD‐L1 and Siglec‐15. We explore their potential in therapeutic strategies, including functionalizing or engineering aptamers for covalent binding, valency control, and nanostructure assembly, as well as investigating molecular mechanisms such as glycosylated protein functions and cell‐cell interactions. Finally, the future applications of aptamers in immunotherapy are discussed.