The present invention is directed to an affinity chromatography column comprising the antithrombin III (ATIII) protein bound to a solid support, characterized in that: a. the ATIII protein is the wild-type protein or a variant thereof, b. the ATIII protein has been first activated by incubation with an unmodified low-molecular-weight heparin (LMWH) rich in active species, and c. the ATIII protein is covalently bound to a resin in a ratio of less than approximately 2 mg of protein per ml of hydrated resin. The invention is also directed to the use of the aforesaid column for purifying species having an affinity for ATIII in a sample comprising species having affinity and not having affinity for ATIII.