Aptamers, a class of oligonucleotides that can bind with molecular targets with high affinity and specificity, have been widely applied in research fields including biosensing, imaging, diagnosing, and therapy of diseases. However, compared with the rapid development in the research fields, the clinical application of aptamers is progressing at a much slower speed, especially in the therapy of cancer. Obstructions including nuclease degradation, renal clearance, a complex selection process, and potential side effects have inhibited the clinical transformation of aptamer-conjugated drugs. To overcome these problems, taking certain measures to improve the biocompatibility and stability of aptamer-conjugated drugs in vivo is necessary. In this review, the obstructions mentioned above are thoroughly discussed and the methods to overcome these problems are introduced in detail. Furthermore, landmark research works and the most recent studies on aptamer-conjugated drugs for cancer therapy are also listed as examples, and the future directions of research for aptamer clinical transformation are discussed.