Higher selenium status has been associated with lower bone turnover markers (BTM) in epidemiological studies. However, the long-term impact of selenium supplementation on BTMs has not been studied. We investigated the effects of selenium supplementation on BTMs including osteocalcin (OC), procollagen type I N-terminal propeptide (PINP), collagen type I cross-linked C-telopeptide (CTX), and bone alkaline phosphatase (BALP) in the short (6 months) and long term (5 years). A total of 481 Danish men and women (60–74 years) were randomized to receive placebo-yeast versus 100, 200, or 300 μg selenium as selenium-enriched yeast daily for 5 years. Plasma selenium concentration was measured using inductively coupled plasma mass spectrometry, and BTMs were measured in nonfasted samples at baseline, 6 months, and 5 years. Data were analyzed by ANCOVA to investigate the shape of the dose-response relationships. Covariates included age, body mass index, baseline selenium status, baseline BTM, smoking, alcohol, supplement use, and medication. Plasma selenium concentration (mean 86.5 μg/d at baseline) increased significantly with increasing selenium supplementation to 152.6, 209.1, and 253.7 μg/L after 6 months and remained elevated at 5 years (158.4, 222.4, and 275.9 μg/L for 100, 200, and 300 μg supplemental selenium/d, respectively (p < 0.001)). There was no change in plasma selenium concentration in the placebo-treated group. There was no significant effect of selenium supplementation on OC (6 months p = 0.37;​ 5 years p = 0.63), PINP (6 months p = 0.37;​ 5 years p = 0.79), CTX (6 months p = 0.91;​ 5 years p = 0.58) or BALP (6 months p = 0.17;​ 5 years p = 0.53). The relatively replete baseline selenium status in the study participants may explain this lack of effect. Testing in more deficient populations may provide further insights into the impact of selenium supplementation on bone health.