Developing high-efficiency materials with earth-abundant and low-toxicity elements has become a popular trend in the field of thermoelectrics. Among these compounds, oxides and sulfides, the lighter, cheaper and green analogies of tellurides, have been extensively investigated and summarized as well defined classes. Nonetheless, the vast family of selenides with better electrical performance, lower thermal conductivity and higher thermoelectric efficiency have not been specially discussed. Here in this review, we present recent advances in binary and multinary selenide thermoelectric materials, covering traditional PbSe, liquid-like Cu2Se, layered SnSe, diamond-like and disordered multinary compounds. The features of selenides are discussed based on both environmental concerns and from the perspective of chemical bonding, transport properties and performance. Emphasis is put on the “composition-structure-processing-performance” relationship, and some interesting issues are addressed. Finally, challenges for thermoelectric selenides are discussed, and possible optimization strategies are also suggested. Keywords: Thermoelectric materials, Selenides, Transport properties