Seleno-containing heterocycles exist widely in pharmaceutical molecules and the skeletons of natural products. The addition of organoselenium to alkenes and alkynes via intramolecular tandem selenocyclization is an efficient method for preparing selenofunctionalized heterocycles. In this protocol, multiple bonds are formed in a single reaction without the need to isolate intermediates. This review highlights recent progress in this rapidly growing area with an emphasis on the scopes, limitations and the mechanisms of these different reactions. Besides, tandem tellurocyclization with alkenes and alkynes is also briefly discussed.