The mammalian glutathione peroxidase (GPx) gene family encodes bifunctional enzymes that can work either as classical reactive oxygen species (ROS) scavengers or as thiol peroxidases, thereby introducing disulfide bridges in thiol-containing proteins. These dual effects are nowhere better demonstrated than in epididymal maturing spermatozoa, where the concomitant actions of several GPx ensure the achievement of the structural maturation of sperm cells as well as their protection against ROS-induced damage. We review here the roles played by the sperm-associated forms of GPx4 (mitochondrial GPx4 and nuclear GPx4), the secreted GPx5 protein, and the epithelial proteins GPx1, GPx3, and cellular GPx4, all functioning in the mammalian epididymis at different stages of the sperm's epididymal journey, and in different epididymis compartments.