Anthocyanins and selenium (Se) play critical roles in antioxidant, anticancer, antibacterial, and antiviral treatments. Previous studies indicate that colored-grain wheat accumulates more Se than regular wheat, and Se synergistically promotes anthocyanin synthesis. However, the mechanism through which Se regulates anthocyanin synthesis remains unclear. We studied anthocyanin accumulation during the grain-filling stage of colored-grain wheat development by employing transcriptomics and metabolomics. We show that Se biofortification increased the concentrations of Se, anthocyanin, chlorophyll a and b, and carotenoids in colored-grain wheat. Genes related to biosynthesis of anthocyanins, phenylpropanoids biosynthesis, and flavonoids biosynthesis were significantly upregulated after Se treatment, which led to the accumulation of anthocyanin metabolites in colored-grain wheat. Genetic alterations in the expression profiles of several genes and transcription factors were observed, which slowed down lignin and proanthocyanidin biosynthesis and accelerated anthocyanin synthesis. Our results deepen the understanding of anthocyanin metabolism in Se-treated colored-grain wheat, which will likely promote harvest of these varieties.