Affinity-based chromatography assays encompass the use of solid supports containing immobilized biological targets to monitor binding events in the isolation, identification and/or characterization of bioactive compounds. This powerful bioanalytical technique allows the screening of potential binders through fast analyses that can be directly performed using isolated substances or complex matrices. An overview of the recent researches in frontal and zonal affinity-based chromatography screening assays, which has been used as a tool in the identification and characterization of new anti-cancer agents, is discussed. In addition, a critical evaluation of the recently emerged ligands fishing assays in complex mixtures is also discussed.