Selenium is an essential trace element required for human health, and selenium deficiency has been associated with many diseases. The daily recommended intake of selenium is 60 µg/day for adults, which increases to 65 µg/day for women when pregnant. Selenium is incorporated into the 21st amino acid, selenocysteine (sec), a critical component of selenoproteins that plays an important role in a variety of biological responses such as antioxidant defence, reactive oxygen species (ROS) signalling, formation of thyroid hormones, DNA synthesis and the unfolded protein response in the endoplasmic reticulum (ER). Although 25 selenoproteins have been identified, the role of many of these is yet to be fully characterised. This review summarises the current evidence demonstrating that selenium is essential for a healthy pregnancy and that poor selenium status leads to gestational disorders. In particular, we focus on the importance of the placental selenoproteome, and the role these proteins may play in a healthy start to life.