There is some evidence that Selenium (Se) is protective against gastric carcinogenesis, but these data are inconsistent. With a predicted increase in gastric cancer cases in Africa over the next 20 years, there is an urgent need to identify strategies that could be employed to prevent the surge. The objective of our study was to investigate the association between gastric cancer and plasma Se levels in Zambian adults. Our method used a case–control study with cases having either confirmed gastric cancer or premalignancies and controls having none. In addition, we measured antibodies against Helicobacter pylori and human immunodeficiency virus. Data were analysed with Stata 15 software using standard statistical methods. Using a normal reference range for Se of 0.9–1.9 μmol/L, 140/159 (88%) study participants had Se deficiency. Plasma Se levels were similar in all the three groups; 0.33 (interquartile range (IQR) 0.14–0.64) μmol/L for patients with gastric cancer, 0.38 (IQR 0.21–0.60) μmol/L for premalignant lesions and 0.28 (IQR 0.14–0.64) μmol/L in controls, (p-values = 0.35 and 0.34, respectively). In conclusion, we found no association between plasma Se levels and gastric cancer or premalignant lesions among adult Zambian adults.