As one of the antioxidative enzymes exerting important biological roles in living bodies, the selenoenzyme glutathione peroxidase has received increased attentions. Over the past decades, much effort has been paid to mimic the catalytic behavior of glutathione peroxidase for exploring the enzymatic catalytic mechanisms and for developing potential antioxidative medicines. A great number of artificial GPxs, ranging from small molecular GPx mimics to macromolecular ones, and to nanoenzymes have been designed and prepared based on chemical, biological and supramolecular strategies. In this article, we specify the ideas and strategies for developing artificial GPxs based on macromolecules as scaffolds. The artificial system contains synthesized macromolecule-based selenoenzymes, self-assembled selenoenzymes, biomacromolecule-based selenoenzymes and so on.