Oxidation of cysteine thiols by physiological reactive oxygen species (ROS) initiates thermogenesis in brown and beige adipose tissues. Cellular selenocysteines, where sulfur is replaced with selenium, exhibit enhanced reactivity with ROS. Despite their critical roles in physiology, methods for broad and direct detection of proteogenic selenocysteines are limited. Here we developed a mass spectrometric method to interrogate incorporation of selenium into proteins. Unexpectedly, this approach revealed facultative incorporation of selenium as selenocysteine or selenomethionine into proteins that lack canonical encoding for selenocysteine. Selenium was selectively incorporated into regulatory sites on key metabolic proteins, including as selenocysteine-replacing cysteine at position 253 in uncoupling protein 1 (UCP1). This facultative utilization of selenium was initiated by increasing cellular levels of organic, but not inorganic, forms of selenium. 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 and presumably other biological processes as well.