The objective of this study was to evaluate the possible benefits of coenzyme Q10 and selenium supplementation administered to patients with statin-associated myopathy (SAM). Sixty eligible patients entered the pilot study. Laboratory examination (CoQ10, selenium, creatin kinase) and intensity of SAM (visual scale) were performed at baseline, after 1 month, and at the end of study at month 3. Plasma levels of CoQ10 increased from 0.81 ± 0.39 to 3.31 ± 1.72 μmol/L in the active group of patients treated by CoQ10, compared with the placebo (p = 0.001). Also, the symptoms of SAM significantly improved in the active group (p < 0.001): the intensity of muscle pain decreased from 6.7 ± 1.72 to 3.2 ± 2.1 (p < 0.01, -53.4 ± 28.2%); muscle weakness decreased from 7.0 ± 1.63 to 2.8 ± 2.34 (p < 0.01, -60 ± 24.0%); muscle cramps decreased from 5.33 ± 2.06 to 1.86 ± 2.42, p < 0.01, -65 ± 28%); tiredness decreased from the initial 6.7 ± 1.34 to 1.2 ± 1.32 (p < 0.01, -82 ± 22%). We did not observe any significant changes in the placebo group. In conclusion, supplementation of statin-treated patients with CoQ10 resulted in a decrease in the symptoms of SAM, both in absolute numbers and intensity. Additional selenium supplementation was not associated with any statistically significant decrease of SAM. However, it is not possible to draw any definite conclusions, even though this study was carried out in double-blind fashion, because it involved a small number of patients.