The role of the essential trace mineral selenium in human health and disease is currently a subject of intense interest. In particular, the possible cancer preventive effects of dietary selenium supplementation are now being investigated in several large, randomized trials. The association between selenium status, genotoxic damage, and cancer risk remains enigmatic because epidemiologic studies have failed to consistently link low selenium status with increased cancer risk in men and women. In this paper, we considered the evidence that there are sex-based differences in the anticarcinogenic effects of selenium in humans. We focused our review on prospective human studies in which the relationship between selenium status and cancer risk in men and women was directly compared. Results from cohort studies conducted in seven countries (Belgium, China, Finland, Japan, Netherlands, Norway, and United States) were used to assess the strength of association between low selenium status and the incidence of all cancers, sex-specific cancers, and cancers at particular anatomic sites. In general, the available data support the hypothesis that cancer risk in men is more profoundly influenced by selenium status than cancer risk in women. Factors contributing to the apparent difference in the effects of selenium on cancer incidence in men and women may include sex-based differences in the metabolism and/or tissue distribution of selenium, as well as sex- or gender-related factors that influence tumor biology. Studies are needed to further define the dose-response relationship between selenium and cancer risk in men and women. A more complete understanding of the mechanisms by which selenium modulates cancer initiation and progression is needed to optimize dietary selenium supplementation as a practical cancer preventive strategy. Ultimately, achieving the ambitious goal of cancer prevention may require sex- and gender-specific approaches.