Over the past few decades, single-element semiconductors have received a great deal of attention due to their unique light-sensitive and heat-sensitive properties, which are of great application and research significance. As one promising material, selenium, being a typical semiconductor, has attracted significant attention from researchers due to its unique properties including high optical conductivity, anisotropic, thermal conductivity, and so on. To promote the application of selenium nanomaterials in various fields, numerous studies over the past few decades have successfully synthesized selenium nanomaterials in various morphologies using a wide range of physical and chemical methods. In this paper, we review and summarise the different methods of synthesis of various morphologies of selenium nanomaterials and discuss the applications of different nanostructures of selenium nanomaterials in optoelectronic devices, chemical sensors, and biomedical applications. Finally, we discuss possible challenges for selenium nanodevices and provide an outlook on the future applications of selenium nanomaterials.