Eukaryotic cells have to constantly cope with highly reactive oxygen-derived free radicals. Their defense against these free radicals is achieved by natural antioxidant molecules but also by antioxidant enzymes. In this paper, we review some of the data comparing the efficiency of three different antioxidant enzymes: Cu/Zn-superoxide dismutase (Cu/Zn-SOD), catalase, and selenium-glutathione peroxidase. We perform our comparison on one experimental model (human fibroblasts) where the activities of these three antioxidant enzymes have been modulated inside the cells, and the repercussion of these changes was investigated in different conditions. We also focus our attention on the protecting role of selenium-glutathione peroxidase, because this enzyme is very rarely studied due to the difficulties linked to its biochemical properties. These studies evidenced that all three antioxidant enzymes give protection for the cells. They show a high efficiency for selenium-glutathione peroxidase and emphasize the fact that each enzyme has a specific as well as an irreplaceable function. They are all necessary for the survival of the cell even in normal conditions. In addition, these three enzymes act in a cooperative or synergistic way to ensure a global cell protection. However, optimal protection is achieved only when an appropriate balance between the activities of these enzymes is maintained. Interpretation of the deleterious effects of free radicals has to be analyzed not only as a function of the amount of free radicals produced but also relative to the efficiency and to the activities of these enzymatic and chemical antioxidant systems. The threshold of protection can indeed vary dramatically as a function of the level of activity of these enzymes.