The simultaneous evolution of multiple aptamers can drastically increase the speed of aptamer discovery. Most previous studies used the same concentration for different targets, leading to the dominance of the libraries by one or a few aptamers and a low success rate. To foster the best aptamers to grow independently in the sequence space, it is important to (1) use low target concentrations close to their dissociation constants and (2) stop at an early round before any sequence starts to dominate. In this study, we demonstrate this affinity-guided selection concept using the capture-SELEX method to isolate aptamers for four important purines: guanine (5 μM), xanthine (50 μM), hypoxanthine (10 μM), and adenine (10 μM). The round 9 library was split, and in round 10, the four targets were individually used to elute the binding sequences. Using thioflavin T fluorescence spectroscopy and isothermal titration calorimetry, we confirmed highly selective aptamers for xanthine, guanine, and adenine. These aptamers have Kd values below 1 μM and around 100-fold selectivity against most competing analytes, and they compare favorably with existing RNA aptamers and riboswitches. A separate selection was performed using hypoxanthine alone, and no selective aptamer was achieved, even with negative selection, explaining the lack of its aptamer in our mixed selection. This affinity-guided multiplex SELEX study offers fundamental insights into aptamer selection and provides high-quality aptamers for three important purines.