Selenoproteins (Sels) are involved in oxidative stress regulation. Glutathione peroxidase (GPx) and thioredoxin reductase are among the most studied Sels in crustaceans. Since their expressions and activities are affected by pathogens, environmental and metabolic factors, their functions might be key factors to orchestrate the redox cellular balance. The most studied invertebrate selenoproteome is from Drosophila. In this fly, SelD and SelB are involved in selenoproteins synthesis, whereas SelBthD, SelH and SelK are associated with embryogenesis and animal viability. None of the Sels found in Drosophila have been identified in marine crustaceans yet, and their discovery and function identification is an interesting research challenge. SelM has been identified in crustaceans and is differentially expressed in tissues, while its function remains to be clarified. SelW and G-rich Sel were recently discovered in marine crustaceans and their functions are yet to be clearly defined. To fully understand the crustacean selenoproteome, it is still necessary to identify important Sels such as the SelD, SelBthD and SelB homologs. This knowledge can also be useful for marine crustacean industry to propose better culture strategies, enhanced health and improved profits.