Selenium is an essential trace element and circulating selenium concentrations have been associated with a wide range of diseases. Candidate gene studies suggest that circulating selenium concentrations may be impacted by genetic variation; however, no study has comprehensively investigated this hypothesis. Therefore, we conducted a two-stage genome-wide association study to identify genetic variants associated with serum selenium concentrations in 1203 European descents from two cohorts: the Prostate, Lung, Colorectal, and Ovarian (PLCO) Cancer Screening and the Women’s Health Initiative (WHI). We tested association between 2,474,333 single nucleotide polymorphisms (SNPs) and serum selenium concentrations using linear regression models. In the first stage (PLCO) 41 SNPs clustered in 15 regions had p < 1 × 10−5. None of these 41 SNPs reached the significant threshold (p = 0.05/15 regions = 0.003) in the second stage (WHI). Three SNPs had p < 0.05 in the second stage (rs1395479 and rs1506807 in 4q34.3/AGA-NEIL3; and rs891684 in 17q24.3/SLC39A11) and had p between 2.62 × 10−7 and 4.04 × 10−7 in the combined analysis (PLCO + WHI). Additional studies are needed to replicate these findings. Identification of genetic variation that impacts selenium concentrations may contribute to a better understanding of which genes regulate circulating selenium concentrations.