The Selenium and Vitamin E Cancer Prevention Trial (SELECT) showed higher prostate cancer incidence in men supplemented with high-dose α-tocopherol. We therefore examined whether pre-supplementation plasma α-tocopherol or γ-tocopherol was associated with overall or high-grade prostate cancer. A stratified case-cohort sample that included 1,746 incident prostate cancer cases diagnosed through June, 2009 and a subcohort of 3,211 men was derived from the SELECT trial of 35,533 men. Plasma was collected at entry in 2001–2004, and median follow-up was 5.5 years (range, 0 – 7.9 years). Incidence of prostate cancer as a function of plasma α-tocopherol, γ-tocopherol, and supplementation with α-tocopherol or selenomethionine was estimated by the hazard ratio (HR). Plasma γ-tocopherol was not associated with prostate cancer. Men with higher α-tocopherol concentrations appeared to have risk similar to that of men with lower concentrations [overall HR for fifth (Q5) vs. first quintile (Q1), 1.21 (95% confidence interval (CI), 0.88–1.66, P-trend=0.24; in the trial placebo arm, Q5 HR, 0.85, 95% CI, 0.44–1.62, P-trend=0.66]. We found a strong positive plasma α-tocopherol association among men receiving the trial selenomethionine supplement [Q5 HR, 2.04, 95% CI, 1.29–3.22; P-trend=0.005]. A positive plasma α-tocopherol-prostate cancer association also appeared limited to high-grade disease (Gleason grade 7––10, overall Q5 HR, 1.59, 95% CI, 1.13–2.24, P-trend=0.001; among men receiving selenomethionine, HR, 2.12, 95% CI, 1.32–3.40; P-trend=0.0002). Our findings indicate that higher plasma α-tocopherol concentrations may interact with selenomethionine supplements to increase high-grade prostate cancer risk, suggesting a biological interaction between α-tocopherol and selenium itself or selenomethionine.