Selenium is an essential trace element for animal and human beings. Despite the importance of insects in most ecosystems and their significant contribution to the biological cycling of trace elements due to high abundance, population productivity, and diverse ecosystem functions, surprisingly little information is available on selenium bioaccumulation by these arthropods. This review considers selenium essentiality and toxicity to insects as well as insects’ contribution to selenium trophic transfer through the food chains. Data on Se accumulation by insects of the Dniester River Valley with no anthropogenic Se loading reveal typically low Se content in necrophagous insects compared to predators and herbivores and seasonal variations in Se accumulation.