Marine bivalves could accumulate paralytic shellfish toxins (PSTs) produced by toxic microalgae, which might induce oxidative stress. Glutathione peroxidases (GPxs) are key enzymes functioning in the antioxidant defense, whereas our understanding of their roles in PST challenge in bivalves is limited. Herein, through genome-wide screening, we identified nine (CfGPx) and eight (PyGPx) GPx genes in Zhikong scallop (Chlamys farreri) and Yesso scallop (Patinopecten yessoensis), respectively, and revealed the expansion of GPx3 sub-family in both species. RNA-Seq analysis revealed high expression of scallop GPx3s after D stage larva during early development, and in adult hepatopancreas. However, in scallops exposed to PST-producing dinoflagellates, no GPx was significantly induced in the hepatopancreas. In scallop kidneys where PSTs were transformed to higher toxic analogs, most CfGPxs were up-regulated, with CfGPx3s being acutely and chronically induced by Alexandrium minutum and A. catenella exposure, respectively, but only one PyGPx from GPx3 subfamily was up-regulated by A. catenella exposure. Our results suggest the function of scallop GPxs in protecting kidneys against the oxidative stresses by PST accumulation or transformation. The tissue-, species-, and toxin-dependent expression pattern of scallop GPxs also implied their functional diversity in response to toxin exposure.