Selenium (Se) is an essential trace element for the health and immunity of cattle. Double-muscled Belgian Blue cows are well known to be prone to nutritional deficiencies. Colostrum Se level is also a key factor to promote immunoglobulin intake in young calves. The main objectives of this study were to assess (1) the plasma and colostrum Se statuses of properly supplemented Belgian Blue cows on commercial farms and (2) the relationship between Se concentrations in plasma and colostrum. The secondary objectives were to assess relationships between plasma or colostrum Se concentrations and dietary Se supplementation as well as blood biomarkers. Blood and colostrum samples were collected from 49 Belgian Blue cows on five commercial farms in Belgium. They received five different rations with Se supplementation ranging from 0.5 to 2 ppm, including 20% to 83% in organic form. Results showed that the average Se concentration was 90 ± 15 µg/L in plasma and 79 ± 26 µg/L in colostrum, consistent with previous studies on well-supplemented cows. No relationship was observed between Se concentrations in plasma and colostrum, suggesting that colostrum Se testing would be a complementary indicator for improving calf Se supplementation. Relationships between plasma or colostrum Se concentrations and dietary Se or blood biomarkers emphasized the complexity of Se metabolism in observational studies under field conditions.