Here, we present the results of our the electrochemical aptasensing strategy for retinol binding protein-4 (RBP-4) detection based on a thiolated aptamer against RBP-4 and 6-mercaptohexanol (MCH) directly immobilized on a gold electrode surface. The most important parameters affecting the magnitude of the analytical signal generated were optimized: (i) the presence of magnesium ions in the immobilization and measurement buffer, (ii) the concentration of aptamer in the immobilization solution and (iii) its folding procedure. In this work, a systematic assessment of the electrochemical parameters related to the optimization of the sensing layer of the aptasensor was carried out (electron transfer coefficients (α), electron transfer rate constants (k0) and surface coverage of the thiolated aptamer probe (ΓApt)). Then, under the optimized conditions, the analytical response towards RBP-4 protein, in the presence of an Fe(CN)63−/4− redox couple in the supporting solution was assessed. The proposed electrochemical strategy allowed for RBP-4 detection in the concentration range between 100 and 1000 ng/mL with a limit of detection equal to 44 ng/mL based on electrochemical impedance spectroscopy (EIS). The specificity studies against other diabetes biomarkers, including vaspin and adiponectin, proved the selectivity of the proposed platform. These preliminary results will be used in the next step to miniaturize and test the sensor in real samples.