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Several questions have been raised in recent years about the euthanasia of laboratory rodents. Euthanasia using inhaled agents is considered to be a suitable aesthetic method for use with a large number of animals simultaneously. Nevertheless, its aversive potential has been criticized in terms of animal welfare. The data available regarding the use of carbon dioxide (CO2), inhaled anaesthetics (such as isoflurane, sevoflurane, halothane and enflurane), as well as carbon monoxide and inert gases are discussed throughout this review. Euthanasia of fetuses and neonates is also addressed. A table listing currently available information to ease access to data regarding euthanasia techniques using gaseous agents in laboratory rodents was compiled. Regarding better animal welfare, there is currently insufficient evidence to advocate banning or replacing CO2 in the euthanasia of rodents; however, there are hints that alternative gases are more humane. The exposure to a volatile anaesthetic gas before loss of consciousness has been proposed by some scientific studies to minimize distress; however, the impact of such a measure is not clear. Areas of inconsistency within the euthanasia literature have been highlighted recently and stem from insufficient knowledge, especially regarding the advantages of the administration of isoflurane or sevoflurane over CO2, or other methods, before loss of consciousness. Alternative methods to minimize distress may include the development of techniques aimed at inducing death in the home cage of animals. Scientific outcomes have to be considered before choosing the most suitable euthanasia method to obtain the best results and accomplish the 3Rs (replacement, reduction and refinement).