Selenium (Se) is a mineral with several biological functions, and studies have shown that its deficiency can be linked to many complications in patients with chronic kidney disease (CKD). This study aims to systematically review the effects of Se supplementation in patients with CKD undergoing haemodialysis (HD). This systematic review was carried out according to the PRISMA statement. Clinical trials were searched in PubMed, Lilacs, Embase, Scopus and Cochrane Library databases from inception to July 2021 and updated in July 2024. The protocol was registered on PROSPERO (CRD42021231444). Two independent reviewers performed the study screening and data extraction, and the risk of bias was evaluated using the Cochrane Collaboration tool. Thirteen studies were included in this review. Only nine studies showed results on Se levels; in all, reduced Se levels were observed before supplementation. A positive effect of supplementation on plasma Se level was demonstrated. Of the ten studies analysed, six demonstrated positive effects on antioxidant and inflammatory markers. Only one study analysed immunological parameters, showing a positive impact. From two studies that analysed thyroid hormones, only one showed positive results. All studies were classified as high risk of bias. The findings suggest that Se supplementation significantly increases plasma Se levels in these patients; however, there are still not enough studies to clarify the effects of Se supplementation on the antioxidant and inflammatory markers, immune system and thyroid hormones. Further studies are needed to elucidate the effects of Se supplementation and to provide a recommendation for patients with CKD undergoing HD.