Selenium (Se) is an essential trace element with antioxidant, immunological, and anti-inflammatory properties, which are attributed to its presence in selenoproteins, as the 21st amino acid selenocysteine. These selenoenzymes are involved in redox signaling, antioxidant defense, thyroid hormone metabolism, and immune responses. Dietary intakes differ considerably between geographical regions, due to variability of the Se food content, leading to differences in dietary reference intakes and toxicity cautions. Critical illness with systemic inflammatory response syndrome (SIRS) is characterized by Se depletion with high morbidity and mortality. Se status correlates well with clinical outcome in SIRS and may be useful as an early predictor of survival. Several investigators have evaluated the benefits of Se supplementation for the critically ill, either as monotherapy or in an antioxidant micronutrient combination. Pharmaconutrition, with high-dose Se (from 500-1600 µg/d) involving an initial loading bolus, followed by continuous infusion, appears to be safe and efficacious, with evidence that it can improve clinical outcome by reducing illness severity, infectious complications, and decreasing mortality in the intensive care unit (ICU). We now have a clearer understanding of the pharmacokinetics of the initial and transient pro-oxidant effect of an intravenous bolus of selenite and the antioxidant effect of continuous infusion. Better biomarkers to ascertain optimum Se requirements for individual patients are now needed, and clinical practice guidelines need improvement. Nevertheless, sufficient evidence is available to consider initiating high-dose intravenous Se therapy routinely in critically ill SIRS patients, immediately on admission to the ICU.