Straightforward access to steroidal selenocyanates in a single assembly step from steroids remains a significant challenge. However, the development of novel method for the synthesis of steroidal selenocyanates and further investigation of their bioactivities have largely lagged behind. In this work, selenocyano groups were directly introduced into the 17- or 21-position of pregnenolone, the 2-position of estradiol, and the 16-position of estrone. A total of 16 estrogen selenocyanate derivatives with diverse structures were synthesized, and the tumor cell lines closely related to the expression level of estrogen were used to investigate the inhibitory activity of the target products on tumor cell proliferation in vitro. The results revealed that the 17-selenocyano-substituted pregnenolone selenocyanate derivatives 1b-3b exhibit obvious inhibitory activity against the tested tumor cell lines. Additionally, the 2-selenocyano-substituted estradiol derivatives and 16-selenocyano-substituted estrone derivatives exhibit selective inhibitory on HeLa cell lines. Among them, 2-selenocyano-3-methoxyestradiol-17-benzoate (7e) displayed an IC50 value of 4.1 µM against HeLa cells and induced programmed apoptosis in HeLa cancer cells. Furthermore, compound 7e could significantly inhibit the growth of human cervical cancer xenografts in zebrafish in vivo. This approach provides new insights for future steroid antitumor drug design.