This work describes the selection and identification of DNA aptamers that bind with high affinity and specificity to okadaic acid (OA), a lipophilic marine biotoxin that accumulates in shellfish. The aptamers selected using systematic evolution of ligands by exponential enrichment (SELEX) exhibited dissociation constants in the nanomolar range. The aptamer with the highest affinity was then used for the fabrication of a label-free electrochemical biosensor for okadaic acid detection. The aptamer was first immobilized on the gold electrode by a self-assembly approach through Au-S interaction. The binding of okadaic acid to the aptamer immobilized on the electrode surface induces an alteration of the aptamer conformation causing a significant decrease in the electron-transfer resistance monitored by electrochemical impedance spectroscopy. The aptasensor showed a linear range for the concentrations of OA between 100 pg/mL and 60 ng/mL with a detection limit of 70 pg/mL. The dissociation constant of okadaic acid with the aptamer immobilized on the electrode surface showed good agreement with that determined using fluorescence assay in solution. Moreover, the aptasensor did not show cross-reactivity toward toxins with structures similar to okadaic acid such as dinophysis toxin-1 and 2 (DTX-1, DTX-2). Further biosensing applications of the selected aptamers are expected to offer promising alternatives to the traditional analytical and immunological methods for OA detection.