The evolution of instrumentation in terms of separation and detection allowed a real improvement of the sensitivity and analysis time. However, the analysis of ultra-traces of toxins in complex samples requires often a step of purification and even preconcentration before their chromatographic analysis. Therefore, immunoaffinity sorbents based on specific antibodies thus providing a molecular recognition mechanism appear as powerful tools for the selective extraction of a target molecule and its structural analogs to obtain more reliable and sensitive quantitative analysis in environmental, food or biological matrices. This review focuses on immunosorbents that have proven their efficiency in selectively extracting various types of toxins of various sizes (from small mycotoxins to large proteins) and physicochemical properties. Immunosorbents are now commercially available, and their use has been validated for numerous applications. The wide variety of samples to be analyzed, as well as extraction conditions and their impact on extraction yields, is discussed. In addition, their potential for purification and thus suppression of matrix effects, responsible for quantification problems especially in mass spectrometry, is presented. Due to their similar properties, molecularly imprinted polymers and aptamer-based sorbents that appear to be an interesting alternative to antibodies are also briefly addressed by comparing their potential with that of immunosorbents.