Malnutrition is very common in patients with chronic kidney disease, especially in those on maintenance dialysis. Malnutrition is one of the major factors affecting survival and death of dialysis patients, and reducing their activity tolerance and immunity. There are numerous and interacting risk factors for malnutrition, such as reduced nutritional intake, increased energy expenditure, hormonal disorders, and inflammation. Selenium, in the form of selenoproteins, is involved in many physiological processes in the body and plays an important role in maintaining redox homeostasis. Oxidative stress and infection are very common in dialysis patients, and selenium levels in dialysis patients are significantly lower than those in the healthy population. It has been shown that there is a correlation between selenium levels in hemodialysis patients and their nutrition-related indicators, and that selenium supplementation may improve malnutrition in patients. However, further studies are needed to support this conclusion and there is a lack of basic research to further characterize the potential mechanisms by which selenium may improve malnutrition in dialysis patients. The purpose of this review is to provide a comprehensive overview of factors associated with malnutrition in dialysis patients and to describe the progress of research on nutritional status and selenium levels in dialysis patients.