The roles of Ca/Fe phases on selenium (Se) enrichment behavior in fly ash during coal combustion were investigated by examining the Ca/Fe mineralogy of various ash samples, exploring the binding forms of Se in fly ashes, and performing bench-scale adsorption experiments (150–1000 ℃). The results indicated that Se capture by fly ash is a function of flue gas temperature, particle size, and more importantly, the contents and form of Ca/Fe in combustion ash. Physical condensation/adsorption was mainly determined by temperature and particle size, contributing to less than 25% of total Se in fly ash. The remaining Se in fly ash was captured by chemical reactions of Se with ash components. Calcium in ash mostly was present as Ca-aluminosilicates, Ca-silicates, gypsum, or complex Ca-Al-Si-Fe-O mixed phases. Iron mainly occurred as Fe-silicates and some crystalline minerals including hematite, magnetite, and maghemite. Although adsorption experiments found that only CaO was able to capture SeO2 (g) at high temperature (> 900 ℃), the roles of lime as well as Fe2+-/Fe3+-silicates (conclusion from previous literature) can be excluded, as inferred from the small amount of CaO in ash and the lack of correlation between Fe-silicate and Se. Sequential extraction experiments and electron microscopy analysis revealed that Fe-bound Se was dominant and iron oxides might be the critical phase for Se retention. Simulated adsorption experiments demonstrated that magnetite had the best Se capture ability among the iron minerals. The extraction of Fe-bound Se from coal fly ash required more stringent conditions than that of physiosorbed-Se and Ca-bound Se. Therefore, pretreatment methods including magnetic separation, flotation, size segregation, etc. were suggested to be used prior to acid leaching. This study can provide scientific basis for developing high-efficiency Se recovery methods or Se emission control techniques for high-Se coal utilization in thermal power stations.