The transcription factor Foxp3 plays crucial roles for Treg cell development and function. Conserved non-coding sequences (CNSs) at the Foxp3 locus control Foxp3 transcription, but how they developmentally contribute to Treg cell lineage specification remains obscure. Here, we show that among Foxp3 CNSs, the promoter-upstream CNS0 and the intergenic CNS3, which bind distinct transcription factors, were activated at early stages of thymocyte differentiation prior to Foxp3 promoter activation, with sequential genomic looping bridging these regions and the promoter. While deletion of either CNS0 or CNS3 partially compromised thymic Treg cell generation, deletion of both completely abrogated the generation and impaired the stability of Foxp3 expression in residual Treg cells. As a result, CNS0 and CNS3 double-deleted mice succumbed to lethal systemic autoimmunity and inflammation. Thus, hierarchical and coordinated activation of Foxp3 CNS0 and CNS3 initiates and stabilizes Foxp3 gene expression, thereby crucially controlling Treg cell development, maintenance, and consequently immunological self-tolerance.