The invention discloses a method for recovering selenium, tellurium, copper and precious metal from copper anode slime. The copper anode slime is subjected to segment treatment, the copper anode slimeis subjected to sulfation roasting at first, mixed gas of SeO2, SO2, SO3 and other gases and a roasted product are obtained, the obtained mixed gas is subjected to absorption reduction and dried, crude selenium is obtained, then the crude selenium is put in a vacuum distillation furnace, and refined selenium is obtained through purification; the roasted product obtained through sulfation roastingis subjected to oxygen pressure acid leaching, and leachate containing copper and tellurium and lead anode slime without selenium, copper and tellurium are obtained; the leachate containing copper and tellurium is subjected to copper powder reduction treatment, and copper-tellurium slag and a copper sulfate solution are obtained after reaction, so that copper and tellurium are convenient to recover; and the lead anode slime without selenium and copper is subjected to reduction smelting, noble lead alloy is obtained and put in a continuous vacuum distillation furnace, volatile lead and volatile bismuth are changed into volatile phases, thus, high-grade lead is recovered, non-volatile metal such as gold, silver, copper, antimony and arsenic remains in residues, and alloy is formed, so thatrecovery of subsequent precious metal is facilitated. Through the method provided by the invention, the refined selenium with the purity being 99.9%-99.99%, the copper sulfate solution, the copper-tellurium slag, the lead bismuth alloy and silver antimony gold copper arsenic alloy can be obtained.