Background: Previous observational studies have shown that there is a controversial association between selenium levels and chronic kidney disease (CKD). Our aim was to assess the causal relationship between selenium levels and CKD using Mendelian randomization (MR) analysis. Methods: We used the two-sample Mendelian randomization (MR) method to analyze the causal role of selenium levels on CKD risk. The variants associated with selenium levels were extracted from a large genome-wide association study (GWAS) meta-analysis of circulating selenium levels (n = 5477) and toenail selenium levels (n = 4162) in the European population. Outcome data were from the largest GWAS meta-analysis of European-ancestry participants for kidney function to date. Inverse variance weighted (IVW) method was used as the main analysis and a series of sensitivity analyses were carried out to detect potential violations of MR assumptions. Results: The MR analysis results indicate that the genetically predicted selenium levels were associated with decreased estimated glomerular filtration (eGFR) (effect = −0.0042, 95% confidence interval [CI]: −0.0053–0.0031, p = 2.186 × 10⁻¹³) and increased blood urea nitrogen (BUN) (effect = 0.0029, 95% confidence interval [CI]: 0.0006–0.0052, p = 0.0136) with no pleiotropy detected. Conclusions: The MR study indicated that an increased level of selenium is a causative factor for kidney function impairment.