Objectives To assess nutritional status regarding selenium in adolescents with Juvenile Systemic Lupus Erythematosus (jSLE) and analyze possible associations with disease activity, insulin resistance and lipid profile. Methods This was an observational, cross-sectional study of 31 female adolescents with jSLE and 31 healthy female volunteers as a comparison group. We obtained demographic, anthropometric (weight, stature, waist, and neck circumferences), and clinical data (disease activity measured by SLEDAI-2K) from both groups; laboratory data including: lipid profile, plasma selenium, erythrocyte glutathione peroxidase activity (GPx), plasma malondialdehyde (MDA), ultrasensitive C-reactive protein (usCRP), insulin levels, and glycemia (Homeostasis Model Assessment for Insulin Resistance—HOMA-IR). Results Mean age at diagnosis of jSLE group was 15.9±1.7 years, with mean disease duration of 3.6±2.6 years. 48% of patients and controls had below-reference Se levels (≤46mcg/L). GPx was more frequently below reference levels (<4.171U/L) in the jSLE group, compared to controls. A ROC curve was used to assess the power of the variables to discriminate between both groups; insulin (AUC = 0.712; CI 95% 0.584–0.840), waist-to-height ratio (AUC = 0.704; CI 95% 0.572–0.837), and HOMA-IR (AUC = 0.689; CI 95% 0.556–0.822) were the variables with the greatest discriminatory power. Linear regression showed an independent inverse association between Se levels and c-LDL; no such correlation was found for GPx activity. SLEDAI-2 K and HOMA-IR showed no association with levels of Se and GPx activity. Conclusions Approximately, 50% of jSLE adolescents had below reference Se levels. The frequency of inadequate GPx values was higher in patients, compared to controls. There was an independent inverse association between Se and c-LDL levels in both groups; this was not the case for HOMA-IR and SLEDAI-2K. The data show the importance of assessing Se nutritional status in jSLE patients.