The Cochrane group looked at 55 studies that included over a million people.
Despite anecdotal reports of selenium's cancer powers, the investigators found no proof of a protective effect against skin cancer or prostate cancer.
And taking selenium over a long period of time could have toxic effects, they found.
Lead author Dr Gabriele Dennert, of the Institute for Transdisciplinary Health Research in Germany, said: "We could find no evidence to recommend regular intake of selenium supplements for cancer prevention in people whether or not they already have enough selenium."
Small amounts of selenium are essential for health and help build a strong immune system to fight off infections and diseases.
Many foods, including brazil nuts, tuna and pasta, contain selenium.Continue reading the main story
We know from many large studies that vitamin and mineral supplements far from being potent cancer-fighters are mostly ineffective in protecting against cancer, and can even increase the risk of cancer in some cases”End Quote Cancer Research UK Spokesman Debate has raged over whether taking supplements might provide the body with an extra boost.
And there have been numerous trials to see if it might reduce cancer risk. Some of these have found a benefit, while others have not.
But now experts say that there is enough evidence to confidently rule out selenium as a cancer preventative therapy.
Yinka Ebo, senior health information officer at Cancer Research UK, said: "We know from many large studies that vitamin and mineral supplements far from being potent cancer-fighters are mostly ineffective in protecting against cancer, and can even increase the risk of cancer in some cases.
"This review on selenium adds to this body of evidence and should give people good reason to think twice before relying on selenium supplements.
"The best way to get your full range of vitamins and minerals is to eat a healthy, balanced diet with a wide variety of fruit and vegetables, and this can help protect against cancer."
He said that for most healthy people there should be no need to take supplements.
"Some people are advised to take supplements under medical guidance and should talk to their doctor if they are worried," he added.