Selenoprotein P (SELENOP) is a major selenoenzyme in plasma and linked to antioxidant properties and possibly to lung cancer; however, supporting evidence is limited. We investigated the association between pre-diagnostic plasma SELENOP concentration and lung cancer risk in a case-control study of 403 cases and 403 individually matched controls nested within the Shanghai Men's Health Study. SELENOP concentration in pre-diagnostic plasma samples was measured by a sandwich enzyme-linked immunosorbent assay. Cases were diagnosed with lung cancer between 2003 and 2010. Multivariate conditional logistic regression was used to estimate odds ratios (OR) and the corresponding 95% confidence intervals (CI) for studying the association between plasma SELENOP concentration and lung cancer risk. Cases had slightly lower plasma SELENOP concentration than controls (4.3 ± 1.2 versus 4.4 ± 1.1 mg/l, P difference = 0.09). However, the multivariate analysis showed no association between plasma SELENOP concentration and lung cancer risk among all participants (OR = 1.08, 95% CI = 0.54-2.14 for quartile 4 versus quartile 1), or by smoking status or tumor aggressiveness. In contrast, although the number of cases was limited, plasma SELENOP concentration was positively associated with lung adenocarcinoma risk (OR = 5.38, 95% CI = 1.89-15.35 for tertile 3 versus tertile 1), but not with squamous cell lung carcinoma (OR = 1.69, 95% CI = 0.43-6.70). Our study of adult men living in selenium non-deficient areas in China provides little support for the inverse association between pre-diagnostic plasma SELENOP concentration and lung cancer risk. Our finding of a positive association with risk of lung adenocarcinoma needs to be interpreted with caution.