Several studies have shown the importance of selenium in preventing relevant metabolic disorders associated with obesity, such as chronic inflammation, oxidative stress and insulin resistance. However, the results of these studies are still controversial. Thus, this study aimed to evaluate selenium biomarkers and their relationship to insulin resistance in women with obesity. This cross-sectional study included 213 women who were divided in two groups: case group (women with obesity, n = 84) and control group (eutrophic women, n = 129). Selenium intake were obtained from the 3-day food record. Evaluation of selenium in plasma, erythrocyte and urine was performed by inductively coupled plasma optical emission spectrometry. Serum glucose concentrations were determined according to the colorimetric enzymatic method. Fasting insulin and glycated hemoglobin were analyzed according to the chemiluminescence method. The mean values of dietary selenium intake (µg/kg/day) by women with obesity were lower than the control group (p < 0.001). Plasma and erythrocyte concentrations had reduced values in the individuals with obesity (p < 0.001), while selenium concentrations found in urine were higher (p < 0.001). There was no statistical difference between the groups regarding glycemic control parameters (p > 0.05). There was a positive correlation between dietary selenium intake (µg/day), fasting insulin, glycated hemoglobin and HOMA-β, as well as between dietary intake (µg/kg/day), fasting insulin and HOMA-β (p < 0.05). The evaluated women with obesity present alterations in the nutritional status regarding selenium. In addition, it evidences a positive relationship between dietary selenium and markers of glycemic control, which may reflect the possible negative action of selenium on insulin action signaling.