The concept of in vitro selection of nucleic acid aptamers emerged 25 years ago, and since then tremendous progress has been achieved in the development of different aptamers and their applications for various bioanalytical and therapeutic purposes. Among other protein targets of aptamers, immune system proteins are of particular interest both as diagnostic markers and therapeutic targets. The present review summarizes up-to-date articles concerning the selection and design of DNA and RNA aptamers against immunologic targets such as antibodies, cytokines, and T-cell and B-cell receptors. We also discuss the prospects of employing aptamers as recognizing modules of diagnostic aptasensors, potential therapeutic candidates for the treatment of autoimmune diseases and cancer, and specific tools for functional studies of immune system proteins.