Electrochemical reduction of gaseous feeds such as CO₂, CO, and N₂ holds promise for sustainable energy and chemical production. Practical application of this technology is impeded by slow mass transport of the sparingly soluble gases to conventional planar electrodes. Gas diffusion electrodes (GDEs) maintain a high gas concentration in the vicinity of the catalyst and improve mass transport, thereby resulting in current densities higher by orders of magnitude. However, gaseous feeds cause changes to the GDE environment, and specific features are required to efficiently tune the product selectivity and improve reaction stability. Herein, with a comprehensive review of the challenges and advances in GDE development for various electrocatalytic reactions, we intend to complement the body of material-focused reviews. This review outlines GDE fundamentals and highlights key advantages of GDE over conventional electrodes. Through critical discussion about steps in GDE fabrication, and specific shortcomings and remedial strategies for various electrochemical applications, this review discusses connections, unique design criteria, and potential opportunities for gas-fed reactions and desired products. Finally, priorities for future studies are suggested, to support the advancement and scale-up of GDE-based electrochemical technologies.