The development of novel affinity probes for cancer biomarkers may enable powerful improvements in analytical methods for detecting and treating cancer. In this report, we describe our use of capillary electrophoresis (CE) as the separation mechanism in the process of selecting DNA aptamers with affinity for the ovarian cancer biomarker HE4. Rather than the conventional use of cloning and sequencing as the last step in the aptamer selection process, we used high-throughput sequencing on an Illumina platform. This data-rich approach, combined with a bioinformatics pipeline based on freely available computational tools, enabled the entirety of the selection process-and not only its endpoint-to be characterized. Affinity probe CE and fluorescence anisotropy assays demonstrate the binding affinity of a set of aptamer candidates identified through this bioinformatics approach. Graphical Abstract A population of candidate aptamers is sequenced on an Illumina platform, enabling the process by which aptamers are selected over multiple SELEX rounds to be characterized. Bioinformatics tools are used to identify enrichment of selected aptamers and groupings into clusters based on sequence and structural similarity. A subset of sequenced aptamers may be intelligently chosen for in vitro testing.