Fatigue, a debilitating condition arising from intense physical and mental stress, significantly impairs work capacity and well-being, yet effective molecular interventions remain scarce. Selenopeptides, which incorporate the essential trace element selenium, have emerged as promising anti-fatigue agents owing to their potent antioxidant activities. However, their therapeutic development is hindered by conventional preparation methods, which yield heterogeneous mixtures with poor reproducibility, complicating purification and impeding structure-activity studies. This review emphasizes that chemical synthesis represents a critical solution to these challenges, enabling the production of highly pure, structurally defined selenopeptides. We systematically analyze recent advances in solid-phase peptide synthesis and liquid-phase peptide synthesis, highlighting innovative and sustainable approaches such as continuous flow synthesis. Although few chemically synthesized selenopeptides have been directly validated for anti-fatigue efficacy, we propose a rational design strategy based on targeted synthesis to bridge this translational gap, accelerating their application in the food and health industries.