There is a general consensus that supplementation with selenoprotein elements can effectively mitigate osteoarthritis. In this study, we addressed the deficiency of selenoprotein expression in osteoarthritis patients by developing reactive oxygen species/matrix metalloproteinase 13 (ROS/MMP13) dual-responsive selenium nanoparticle hydrogel microspheres (HSPHR). We systematically elucidated the key mechanism of oxidative stress imbalance mediated by the selenoprotein thioredoxin reductase 1 (TXNRD1) in cartilage damage associated with osteoarthritis. Furthermore, we employed HSPHR to sequentially assess their therapeutic effects on cartilage, synovium, and subchondral bone, which are the primary sites implicated in osteoarthritis pathogenesis. The findings demonstrated that HSPHR effectively intervened in the key pathogenic sites of osteoarthritis by responding to the intra-articular inflammatory microenvironment, thereby achieving comprehensive treatment of osteoarthritis from its early onset to the advanced stages.