A three-component reaction of olefins, indoles, and diaryl diselenides catalyzed by copper chloride under irradiation of blue LED light is disclosed. Various diaryl diselenides including diheteroaryl diselenides are suitable for this bifunctionalization of olefins. This protocol provides 26 examples of β-(hetero)arylselenyl indoles in 60%–87% yields. The proposed mechanism involves activation of diaryl diselenides by coordination with copper chloride, generation of arylselenium cations by heterolysis of activated diaryl diselenides, electrophilic addition of arylselenium cations to styrenes, and then Friedel–Crafts-type alkylation at the 3-position of NH-indoles.