The objective of this study was to investigate the associations between selenium exposure and cancer risk. We identified 69 studies and applied meta-analysis, meta-regression and dose-response analysis to obtain available evidence. The results indicated that high selenium exposure had a protective effect on cancer risk (pooled OR = 0.78; 95%CI: 0.73-0.83). The results of linear and nonlinear dose-response analysis indicated that high serum/plasma selenium and toenail selenium had the efficacy on cancer prevention. However, we did not find a protective efficacy of selenium supplement. High selenium exposure may have different effects on specific types of cancer. It decreased the risk of breast cancer, lung cancer, esophageal cancer, gastric cancer, and prostate cancer, but it was not associated with colorectal cancer, bladder cancer, and skin cancer.