There are several studies that relate oxidative damage as possible mechanism for many cancers. Many studies have also shown that anti-oxidants like selenium and vitamin E decrease the risk for prostate cancer. The main objective of the Selenium and Vitamin E Cancer Prevention Trial (SELECT) study was to look for the benefits of selenium and vitamin E supplementation on prostate cancer. The study had a large sample size, stringent experimental conditions, very long duration, standardized laboratories for biochemical analyses and other factors that contribute to high external validity. The SELECT study failed to show any significant risk reduction for prostate cancers ascribable to selenium and vitamin E supplementations. Because of these conflicting results, many researchers argue about the methods used, supplementations administered (selenium and vitamin E) and indicators used for assessing levels of supplementations. We reviewed many epidemiological studies, clinical trials, and pre-clinical studies. With corroborative evidences we justify that SELECT study has a sound methodology and rationale. In lieu of the contrary results of the select study, researchers should focus on the probable mechanisms for these contrary findings and continue their search for newer and effective agents for prevention of prostate cancer.