Oxidation of cysteines by reactive oxygen species (ROS) initiates thermogenesis in brown and beige adipose tissues. Cellular selenols, where sulfur is replaced with selenium, exhibit enhanced reactivity with ROS. Here we developed a mass spectrometric method to interrogate incorporation of selenols into proteins. Unexpectedly, this approach revealed facultative incorporation of selenium into proteins that lack canonical encoding for selenium-containing amino acids. Selenium was selectively incorporated into regulatory sites on key metabolic proteins, including as selenocysteine replacing cysteine at position 253 in UCP1. Remarkably, dietary selenium supplementation elevated facultative incorporation into UCP1, elevated energy expenditure through thermogenic adipose tissue, and protected against obesity. Together, these findings reveal the existence of facultative protein selenation, which correlates with impacts on thermogenic adipocyte function.