In order to explore the associations between trace elements in dietary intake and the other three biological media (blood, urine, or feces) and inter-element interactions among the latter, we simultaneously collected 72-h diet duplicates, whole blood, and 72-h urine and feces from 120 free-living healthy males in China. Correlations among the toxic (cadmium [Cd], lead [Pb]), and nutritionally essential (zinc [Zn], copper [Cu], iron [Fe], manganese [Mn], selenium [Se], iodine [I]) elements were evaluated using Spearman rank correlation analysis based on analytical data determined by inductively coupled plasma-mass spectrometry. Dietary Cd intakes were highly correlated with the fecal Cd and blood Cd levels. Inverse correlations were found for Fe–Cd and Fe–Pb in both diet versus blood and diet versus feces. Cd–Zn and Cd–Se were significantly directly correlated in the urine and feces. Cd–Se and Pb–Se were negatively correlated in blood. In addition, there existed an extremely significant association between urinary Se and urinary I. Moreover, the other two highly direct correlations were found for Se–Fe and for I–Fe in urine. Improved knowledge regarding their mutual associations is considered to be of fundamental importance to understand more the complex interrelationships in trace element metabolism.