Due to their high lipophilicity and strong electron‐withdrawing property, more and more attention has been paid to introducing trifluoromethylseleno and fluoroalkylseleno moieties into organic molecules. In this short review, we categorize the synthesis of compounds that combine selenium and fluorinated moieties into two main types: trifluoromethylselenolation (CF3Se) and fluoroalkylselenolation (RfSe except CF3Se). This review aims to provide a summary of the recent advances in direct C‐H trifluoromethylselenolation and fluoroalkylselenolation from the synthesis of trifluoromethylselenolation and fluoroalkylselenolation reagents to their application. Based on the method of how the RfSe group was introduced, the main content is divided into three parts: transition‐metal‐free reactions, transition‐metal‐mediated/catalyzed reactions and photo‐catalyzed reactions. The general substrate scope, mechanism and limitations would also be discussed so that we hope the review will serve as an inspiration for further research in this appealing research field.