Novel features of DNA structure, recognition and discrimination have been recently elucidated through the solution structural characterization of DNA aptamers that bind cofactors, amino acids and peptides with high affinity and specificity. Multidimensional nuclear magnetic resonance methodologies have been successfully applied to solve the solution structures. In this work, it was demonstrated that capillary electrophoresis was a powerful tool allowing the fundamental study of the binding mechanism between a DNA aptamer and three ligands, adenosine and adenylate compounds, i.e., adenosine diphosphate (ADP) and adenosine triphosphate (ATP). In order to gain further insight into this binding, thermodynamic measurements under different values of parameters (such as salt nature and its concentration (x) in the run buffer) were carried out. The results showed that dehydration at the binding interface, van der Waals interactions, H-bonding and adjustment of the aptamer recognition surface were implied in the aptamer-ligand association. As well, it was demonstrated that the addition in the medium of the sodium monovalent cation Na(+) or the nickel divalent cation Ni(2+) decreased the complex formation. Separation efficiency and peak shape can also be improved by Mg(2+) divalent cation, which increased the mass transfer kinetics during the ligand-aptamer binding process. A significant separation for the worst separated pair of peaks on the electropherogram ((ADP, ATP) peak pair) was thus achieved.