Ultrastructural studies have contributed significantly to our understanding of cell lineage differentiation in the mammalian pre-implantation embryo. Such studies have documented, and continue to document, morphological, biochemical, and physiological characteristics of the cell lineages established during the pre-implantation period in eutherian embryos, principally that of the mouse. This review evaluates these contributions and identifies areas of study in which ultrastructural analysis is most likely to have an important role in the future.