Potassium methylselenite ($KSeO_2(OCH_3)$) was reduced to elemental selenium, Se(0), and then doped onto montmorillonite K 10 (MK10) clay to examine the interaction between elemental mercury (Hg(0)) vapor and Se(0) in an effort to understand the possible heterogeneous reaction of Hg(0) vapor and Se(0) solid. The clay was used as a cost-effective support material for uniform dispersion of Se(0). The Se(0)-doped MK10 showed an excellent reaction performance with Hg(0) under an inert nitrogen gas at 70 and $140^{circ}C$ in our lab-scale fixed-bed system. However, the precursor, $KSeO_2(OCH_3)$-doped MK10 showed a negligible reaction performance with Hg(0), suggesting that the oxidation state of selenium plays a key role in the reaction of Hg(0) vapor and selenium compounds.