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Although selenocysteine selenenic acids (Sec–SeOHs) have been recognized as key intermediates in the catalytic cycle of glutathione peroxidase (GPx), examples of the direct observation of Sec–SeOH in either protein or small-molecule systems have remained elusive so far, mostly due to their instability. Here, we report the first direct spectroscopic (1H and 77Se NMR) evidence for the formation of Sec–SeOH in small-molecule selenocysteine and selenopeptide model systems with a cradle-type protective group. The catalytic cycle of GPx was investigated using NMR-observable Sec–SeOH models. All the hitherto proposed chemical processes, i.e., not only those of the canonical catalytic cycle but also those involved in the bypass mechanism, including the intramolecular cyclization of Sec–SeOH to the corresponding five-membered ring selenenyl amide, were examined in a stepwise manner.