To understand the biochemistry of methylmercury (MeHg) that leads to the formation of mercury-selenium (Hg-Se) clusters is a long outstanding challenge that promises to deepen our knowledge of MeHg detoxification and the role Se plays in this process. Here, we show that mercury selenide (HgSe) nanoparticles in the liver and brain of long-finned pilot whales are attached to Se-rich structures and possibly act as a nucleation point for the formation of large Se-Hg clusters, which can grow with age to over 5 μm in size. The detoxification mechanism is fully developed from the early age of the animals, with particulate Hg found already in juvenile tissues. As a consequence of MeHg detoxification, Se-methionine, the selenium pool in the system is depleted in the efforts to maintain essential levels of Se-cysteine. This study provides evidence of so far unreported depletion of the bioavailable Se pool, a plausible driving mechanism of demonstrated neurotoxic effects of MeHg in the organism affected by its high dietary intake.