Копание исходного кода Tk привело меня к ответу! Опция inactiveselectbackground
устанавливает цвет.
import Tkinter as tk
root = tk.Tk()
# Create a Text widget with a red selected text background
# And green selected text background when not focused
text = tk.Text(root, selectbackground="red", inactiveselectbackground="green")
text.pack()
# Add some text, and select it
text.insert("1.0", "Hello, world!")
text.tag_add("sel", "1.0", "end")
# Create an Entry widget to easily test the focus behavior
entry = tk.Entry(root)
entry.pack()
entry.insert("0", "Focus me!")
root.mainloop()