Selenium is a well‐known health‐relevant element related with cancer chemoprevention, neuroprotective roles, beneficial in diabetes, and in several infectious diseases, among others. It is naturally present in some foods, but deficiency in people led to the production of nutraceuticals, supplements, and functional food enriched in this element. There is a U‐shaped link between selenium levels and health and a narrow range between toxic and essential levels, and thus, supplementation should be performed carefully. Omics methodologies have become valuable approaches to delve into the responses of dietary selenium in mammals that allowed a deeper knowledge about the metabolism of this element as well as its biological role. In this review, we discuss omics approaches from the workflows to their applications that has been previously used to deep insight into the metabolism of dietary selenium. There is a special focus on selenoproteins, metabolomics responses in blood and tissues (e.g., brain, reproductive organs, etc.) as well as the impact on gut microbiota and its metabolites profile. Thus, we mainly reviewed heteroatom‐tagged proteomics, metallomics, metabolomics, and metataxonomics, usually combined with transcriptomics, genomics, and other molecular methods.