The experiment aimed to compare conventional freezing and different vitrification protocols for cryopreservation of caprine embryos at morphological, ultrastructural, and functional levels. Caprine embryos produced in vivo were allocated randomly to three groups: (1) conventional freezing with ethylene glycol (EG); (2) dimethyl sulfoxide + EG (DMSO/EG) vitrification; and (3) dimethylformamide + EG (DMF/EG) vitrification. All groups were scored for cell viability (propidium iodide staining and ultrastructural levels) and re-expansion rate after thawing or warming. Embryos subjected to DMSO/EG vitrification showed higher cell viability (73.33%), compared with DMF/EG vitrification and conventional freezing group embryos (40.00 and 66.66%, respectively). The ultrastructural study revealed that vitrified embryos had greater preservation of cellular structure than embryos from conventional freezing with EG. DMSO/EG vitrification resulted in higher rates of re-expansion in vitro (47.36%) than DMF/EG vitrification (31.58%), and conventional freezing (25.00%). In conclusion, caprine embryos produced in vivo are better cryopreserved after vitrification than conventional freezing, therefore we conclude that DMSO/EG vitrification is the most effective protocol for cryopreservation.