In eukaryotes, many cell surface proteins are attached to the plasma membrane via a glycolipid glycosylphosphatidylinositol (GPI) anchor. GPI-anchored proteins (GPI-APs) receive the GPI anchor as a conserved posttranslational modification in the lumen of the endoplasmic reticulum (ER). After anchor attachment, the GPI anchor is structurally remodeled to function as a transport signal that actively triggers the delivery of GPI-APs from the ER to the plasma membrane, via the Golgi apparatus. The structure and composition of the GPI anchor confer a special mode of interaction with membranes of GPI-APs within the lumen of secretory organelles that lead them to be differentially trafficked from other secretory membrane proteins. In this review, we examine the mechanisms by which GPI-APs are selectively transported through the secretory pathway, with special focus on the recent progress made in their actively regulated export from the ER and the trans-Golgi network.