Production of reactive oxygen species (ROS) is the first biological response during a disease outbreak and after injury. ROS are highly reactive molecules that can either endanger cell homeostasis or mediate cell signaling in several physiological pathways, including the immune response. Thioredoxin (Trx) and thioredoxin reductase (TrxR) are the essential components of the thioredoxin system, one of the main intracellular redox systems and are therefore important regulators of ROS accumulation. Through the regulation of the intracellular redox milieu, the thioredoxin system plays a key role within the immune system, linking immunology and free radical science. In this study we have firstly identified TrxRs in fish and used this new sequence information to reevaluate the evolution of the thioredoxin system within the vertebrate lineage. We next measured the expression of rainbow trout (Oncorhynchus mykiss) Trx and TrxR transcripts during infection in vivo and in vitro after stimulation of a macrophage cell line and primary macrophage cultures with pathogen associated molecular patterns (PAMPs). Our results showed that both Trx and TrxR were induced during infection at the transcriptional level, confirming their likely involvement in the innate immune response of fish. Since TrxRs are selenium-containing proteins (selenoproteins), we also measured the modulation of their expression upon organic and inorganic selenium exposure in vitro. TrxR was found to be responsive to selenium exposure in vitro, suggesting that it may represent a key mediator in the selenium modulation of innate immunity. In conclusion, our study highlights the need to investigate the involvement of the cell antioxidant pathways, especially the thioredoxin system, within the immune system of vertebrate species.