Set com.google.android.material.chip.Chip selected color

Just set an attribute app:chipBackgroundColor and pass a color state list to it:

<android.support.design.chip.Chip
    android:id="@+id/test"
    android:layout_width="wrap_content"
    android:layout_height="wrap_content"
    android:checkable="true"
    android:clickable="true"
    android:focusable="true"
    app:chipBackgroundColor="@color/bg_chip_state_list"
    app:chipText="Test" />

bg_chip_state_list looks like this:

<?xml version="1.0" encoding="utf-8"?>
<selector xmlns:android="http://schemas.android.com/apk/res/android">
    <item android:color="@color/colorSecondaryLight" android:state_checked="true" />
    <item android:color="@color/colorPrimaryDark" />
</selector>

However I also had to set android:clickable to true to make this work