In mammals, the number of ovulations at each ovarian cycle is determined during the terminal phase of follicular development by a tightly controlled follicle selection process. The mechanisms underlying follicle selection take place on different scales and different levels of the gonadotropic axis. These include the endocrine loops between the ovary and the hypothalamic-pituitary complex, the dynamics of follicle populations within the ovary and the dynamics of cell populations within ovarian follicles. A compartmental modelling approach was first designed to describe the cell dynamics in the selected follicle. It laid the basis for a multiscale model formulated with partial differential equations of conservation law type, resulting in the structuring of the follicular cell populations according to cell age and cell maturity. In this model, the selection occurs as a FSH (follicle stimulating hormone)-driven competition between simultaneously developing follicles. The selection output (mono-ovulation, poly-ovulation or anovulation) results from a subtle interplay between the hypothalamus, the pituitary gland and the ovaries, combined with slight differences in the initial conditions or ageing and maturation velocities of the competing follicles. This modelling approach is proposed as a useful complement to experimental studies of follicular development and in turn, the mechanisms of follicle selection raise challenging questions on the mathematical ground.