Selenium, as an integral part of selenoproteins, is essential for mammals. Unequivocal evidence had been provided more than a decade ago when it was proven that mice incapable of producing any of the 24 selenoproteins failed to develop beyond the gastrulation stage (E6.5). Since then, more specific attempts have been made to unmask novel and essential functions of individual selenoproteins in mice. Genetic disruption of glutathione peroxidase 4 (GPx4; also referred to as phospholipid hydroperoxide glutathione peroxidase, PHGPx) in mice showed for the first time that a specific selenoenzyme is in fact required for early embryonic development. Later on, systemic ablation of cytosolic thioredoxin reductase (Txnrd1) or mitochondrial thioredoxin reductase (Txnrd2) yielded embryonic lethal phenotypes. Beside those three, no other selenoproteins have been found being indispensable for murine development so far. This review aims at summarizing mainly the in vivo findings on these important mammalian selenoenzymes, which have not only common attributes of being required for embryogenesis, but that they are also instrumental in the regulation of cellular redox metabolism.