In order to explore the associations between trace elements in dietary intake and the other three biological media (blood, urine, or feces) and inter-element interactions among the latter, we simultaneously collected 72-h diet duplicates, whole blood, and 72-h urine and feces from 120 free-living healthy males in China. Correlations among the toxic (cadmium [Cd], lead [Pb]), and nutritionally essential (zinc [Zn], copper [Cu], iron [Fe], manganese [Mn], selenium [Se], iodine [I]) elements were evaluated using Spearman rank correlation analysis based on analytical data determined by inductively coupled plasma-mass spectrometry. Dietary Cd intakes were highly correlated with the fecal Cd and blood Cd levels. Inverse correlations were found for Fe-Cd and Fe-Pb in both diet versus blood and diet versus feces. Cd-Zn and Cd-Se were significantly directly correlated in the urine and feces. Cd-Se and Pb-Se were negatively correlated in blood. In addition, there existed an extremely significant association between urinary Se and urinary I. Moreover, the other two highly direct correlations were found for Se-Fe and for I-Fe in urine. Improved knowledge regarding their mutual associations is considered to be of fundamental importance to understand more the complex interrelationships in trace element metabolism.