A highly sensitive label-free electrochemical aptasensor has been constructed for the electrochemical detection of thrombin (TB) and adenosine (AD), where nickel hexacyanoferrate (NiHCF) redox probes were immobilized on the electrode surface by electrodeposition. Through the strong interaction between CN^- (NiHCF) and gold nanoparticles (GNPs), GNPs were assembled on the NiHCF modified electrode for the immobilization of thiolated thrombin aptamer (APT-1). GNPs effectively provided many binding sites for the assembly of thiol derivated aptamer and favorable microenvironment for the aptasensor, which greatly improves the performance of the aptasensor. Then, APT-1 was hybridized with adenosine aptamer (APT-2). For the detection of thrombin, the modified electrode was immersed in the thrombin solution with different concentrations. The APT-1 on the modified electrode could bind the TB onto the electrode surface, which resulted in a barrier for electron-transfer, leading to decrease of the current of redox probe NiHCF. For adenosine detection, the procedure was analogous to thrombin detection. Cyclic voltammetry and SEM were used to characterize the electrochemical behaviors and the morphology of NiHCF film. Electrochemical impedance spectroscopy was used to monitor the self-assembly process of the aptamer biosensor. The electrochemical behavior of the aptamer biosensor was studied by the cyclic voltammetry and differential pulse voltammetry for the detection of TB and AD. The biosensor shows a good linear range of 1.0 fg·mL^-1～1.0 μg·mL^-1 for thrombin, R=0.997, with a detection limit of 0.27 fg·mL^-1; the biosensor shows a good linear range of 1.0 fg·mL^-1～1.0 ng·mL^-1 for AD, R=0.997, with a detection limit of 0.36 fg·mL^-1. A comparison of the analytical performance such as the sensitivity, the linear range, the detection limit, redox probe and electrochemical technique between the developed aptasensor and other previously reported methods in the literatures has been performed. The biosensor has simple preparation procedure, high sensitivity, low detection and strong anti-interference ability.