CD4 CD25 regulatory T cells (Treg cells) play crucial roles in the maintenance of self-immune tolerance. Decreased numbers or functional deficiency of Treg cells result in development of a variety of autoimmune diseases like multiple sclerosis and typeⅠ diabetes. Moreover, Treg cells have been implicated in inflammation and transplantation settings. Two types of Treg cells including thymic-derived natural Treg (nTreg) and peripheral induced Treg (iTreg) cells have been identified based on their distinct developmental origin. nTreg cells are derived in the thymus and express high level of Forkhead transcription factor Foxp3, nTreg cells exhibit the suppressive function mainly in a cell-cell contact manner. nTreg cells develop in two steps largely shaped by TCR, co-stimulatory and cytokines in the thymus. In the present manuscript, we will mainly summarize recent advances regarding molecular and cellular regulation of nTreg development and differentiation.