Selenium, a naturally occurring metalloid, is an essential trace element for many higher organisms, including humans. Humans primarily become exposed to selenium by ingesting food products containing trace amounts of selenium compounds. Although essential in these small amounts, selenium exhibits toxic effects at higher doses. Previous studies investigating the effects on insects of order Blattodea, Coleoptera, Diptera, Ephemeroptera, Hemiptera, Hymenoptera, Lepidoptera, Odonata, and Orthoptera revealed impacts on mortality, growth, development, and behavior. Nearly every study examining selenium toxicity has shown that insects are negatively affected by exposure to selenium in their food. However, there were no clear patterns of toxicity between insect orders or similarities between insect species within families. At this time, the potential for control will need to be determined on a species-by-species basis. We suspect that the multiple modes of action, including mutation-inducing modification of important amino acids as well as impacts on microbiome composition, influence this variability. There are relatively few studies that have examined the potential effects of selenium on beneficial insects, and the results have ranged from increased predation (a strong positive effect) to toxicity resulting in reduced population growth or even the effective elimination of the natural enemies (more common negative effects). As a result, in those pest systems where selenium use is contemplated, additional research may be necessary to ascertain if selenium use is compatible with key biological control agents. This review explores selenium as a potential insecticide and possible future directions for research.