In the environment and living organisms, limited concentrations and complexity of selenium compounds constitute challenges to the analytical techniques. Since their biological activities are dependent on their chemical states and structure, the key issue lies in the selective determination of the particular species of selenium, which is beneficial to clearly understanding its biochemical roles in metabolism, physiology, toxicology, nutrition, and clinical chemistry. For these purposes, the advanced analytical techniques are greatly indispensable. In the present paper, the current status and development trends in the speciation analysis of selenium by hyphenated techniques is selectively reviewed with the emphasis on the coupling of electrophoretic or chromatographic separation with atomic spectroscopy and mass spectrometry, which render element-selective detection and identification of selenium compounds.