Selenium (Se), which is commonly found in nature, is one of the essential trace elements necessary for the normal development of human and animal organisms. Selenium was first defined in 1818 by the Swedish chemist Berzelius in sulfuric acid residues. At the end of 1960s, the role of selenium in human health began to attract attention and human diseases that resembled animal diseases responding to selenium was started to be investigated. Selenium, which is highly important for human health, is necessary for a variety of metabolic processes, including thyroid hormone metabolism, protection against oxidative stress and immunity functions. Selenium is a molecule that activates glutathione peroxidase, and thus, it is involved in the antioxidant mechanisms that prevent oxidant damage. Exhaustive physical exercise is known to cause oxidant damage, probably by promoting free radical production in many tissues, including muscle, liver, heart and lungs in animals. The increase in oxidative stress during exercise and recognition of selenium's stimulation of antioxidant activity inevitably suggest a relation between selenium and exercise. The present review aims to provide information on selenium metabolism and the relation between selenium and exercise.