Selenium is an essential trace mineral element for humans. Although previous <em>in vitro</em> and animal studies have reported the vital role of selenium in bone, the results of the relationship between the selenium status and bone health were inconsistent in epidemiological studies. The risk of selenium deficiency is negligible for U.S. general population, however, the relationship between selenium status and bone health has never been surveyed in a nationally representative sample. In this study, we analyzed the data of 2983 adults (aged ≥40 years) in the National Health and Nutrition Examination Survey (NHANES) 2013–2014 to investigate the association among three markers of the selenium status (measured from whole blood, serum, and dietary intake), total spine and femur bone mineral density (BMD), and FRAX scores, and history of bone fractures. We found a one-unit increase in the ln-whole-blood selenium level was correlated with an increase in the total femur BMD of 0.064 g/cm² (S.E. = 0.025;​ P = 0.022) in all participants and 0.086 g/cm² (S.E. = 0.031;​ P = 0.013) in menopausal women. Additionally, a one-unit increase in the ln-selenium intake amount was associated with an increase in the total femur BMD of 0.014 g/cm² (S.E. = 0.007;​ P = 0.043) in all participants. We also found that the dietary and whole-blood selenium statuses were negatively associated with the FRAX score, while levels of all the three selenium biomarkers were negatively associated with a history of bone fractures. In conclusion, increased selenium status is correlated with an increased total femur BMD, decreased FRAX scores, and a reduced incidence of previous bone fractures in the U.S. representative survey of adults. Further study is warranted to clarify the causal inference.