In the last decades, organoselenium compounds gained interest due to their important biological features. However, the lack of solubility, which characterizes most of them, makes their actual clinical exploitability a hard to reach goal. Selenosugars, with their intrinsic polarity, do not suffer from this issue and as a result, they can be conceived as a useful alternative. The aim of this review is to provide basic knowledge of the synthetic aspects of selenosugars, selenonium salts, selenoglycosides, and selenonucleotides. Their biological properties will be briefly detailed. Of course, it will not be a comprehensive dissertation but an analysis of what the authors think is the cream of the crop of this interesting research topic.