Signaling events affecting thymic selection of un-manipulated polyclonal natural CD25(+)foxp3(+) regulatory T cells (nTreg) have not been established ex vivo. Here, we report a higher frequency of phosphorylated STAT-5 (pSTAT-5) in nTreg cells in the adult murine thymus and to a lesser extent in the periphery, compared to other CD4(+)CD8(-) subsets. In the neonatal thymus, the numbers of pSTAT-5(+) cells in CD25(+)foxp3(-) and nTreg cells increased in parallel, suggesting that pSTAT-5(+)CD25(+)foxp3(-) cells might represent the precursors of foxp3(+) regulatory T cells. This "specific" pSTAT-5 expression detected in nTreg cells ex vivo was likely due to a very recent signal given by IL-2/IL-15 cytokines in vivo since (i) it disappeared rapidly if cells were left unstimulated in vitro and (ii) was also observed if total thymocytes were stimulated in vitro with saturating amounts of IL-2 and/or IL-15 but not IL-7. Interestingly, STAT-5 activation upon IL-2 stimulation correlated better with foxp3 and CD122 than with CD25 expression. Finally, we show that expression of an endogenous superantigen strongly affected the early Treg cell repertoire but not the proportion of pSTAT-5(+) cells within this repertoire. Our results reveal that continuous activation of the CD122/STAT-5 signaling pathway characterize regulatory lineage differentiation in the murine thymus.