A case-cohort study, within a multi-country trial of antiretroviral therapy (ART) efficacy (Prospective Evaluation of Antiretrovirals in Resource Limited Settings (PEARLS)), was conducted to determine if pre-ART serum selenium deficiency is independently associated with human immunodeficiency virus (HIV) disease progression after ART initiation. Cases were HIV-1 infected adults with either clinical failure (incident World Health Organization (WHO) stage 3, 4 or death by 96 weeks) or virologic failure by 24 months. Risk factors for serum selenium deficiency (<85 μg/L) pre-ART and its association with outcomes were examined. Median serum selenium concentration was 82.04 μg/L (Interquartile range (IQR): 57.28-99.89) and serum selenium deficiency was 53%, varying widely by country from 0% to 100%. In multivariable models, risk factors for serum selenium deficiency were country, previous tuberculosis, anemia, and elevated C-reactive protein. Serum selenium deficiency was not associated with either clinical failure or virologic failure in multivariable models. However, relative to people in the third quartile (74.86-95.10 μg/L) of serum selenium, we observed increased hazards (adjusted hazards ratio (HR): 3.50; 95% confidence intervals (CI): 1.30-9.42) of clinical failure but not virologic failure for people in the highest quartile. If future studies confirm this relationship of high serum selenium with increased clinical failure, a cautious approach to selenium supplementation might be needed, especially in HIV-infected populations with sufficient or unknown levels of selenium.