The intake of high-fat diets (HFDs) containing large amounts of saturated long-chain fatty acids leads to obesity, oxidative stress, inflammation, and insulin resistance. The trace element selenium, as a crucial part of antioxidative selenoproteins, can protect against the development of diet-induced insulin resistance in white adipose tissue (WAT) by increasing glutathione peroxidase 3 (GPx3) and insulin receptor (IR) expression. Whether selenite (Se) can attenuate insulin resistance in established lipotoxic and obese conditions is unclear. We confirm that GPX3 mRNA expression in adipose tissue correlates with BMI in humans. Cultivating 3T3-L1 pre-adipocytes in palmitate-containing medium followed by Se treatment attenuates insulin resistance with enhanced GPx3 and IR expression and adipocyte differentiation. However, feeding obese mice a selenium-enriched high-fat diet (SRHFD) only resulted in a modest increase in overall selenoprotein gene expression in WAT in mice with unaltered body weight development, glucose tolerance, and insulin resistance. While Se supplementation improved adipocyte morphology, it did not alter WAT insulin sensitivity. However, mice fed a SRHFD exhibited increased insulin content in the pancreas. Overall, while selenite protects against palmitate-induced insulin resistance in vitro, obesity impedes the effect of selenite on insulin action and adipose tissue metabolism in vivo.