Selenium (Se) influences the metabolism of thyroid hormones in mammals. However, the role of Se deficiency in the regulation of thyroid hormones in chickens is not well known. In the present study, we examined the levels of thyroidal triiodothyronine (T3), thyroidal thyroxine (T4), free triiodothyronine, free thyroxine (FT4), and thyroid-stimulating hormone in the serum and the mRNA expression levels of 25 selenoproteins in chicken thyroids. Then, principal component analysis (PCA) was performed to analyze the relationships between the selenoproteins. The results indicated that Se deficiency influenced the conversion of T4 to T3 and induced the accumulation of T4 and FT4. In addition, the mRNA expression levels of the selenoproteins were generally decreased by Se deficiency. The PCA showed that eight selenoproteins (deiodinase 1 (Dio1), Dio2, Dio3, thioredoxin reductase 2 (Txnrd2), selenoprotein i (Seli), selenoprotein u (Selu), glutathione peroxidase 1 (Gpx1), and Gpx2) have similar trends, which indicated that they may play similar roles in the metabolism of thyroid hormones. The results showed that Se deficiency inhibited the conversion of T4 to T3 and decreased the levels of the crucial metabolic enzymes of the thyroid hormones, Dio1, Dio2, and Dio3, in chickens. In addition, the decreased selenoproteins (Dio1, Dio2, Dio3, Txnrd2, Seli, Selu, Gpx1, and Gpx2) induced by Se deficiency may indirectly limit the conversion of T4 to T3 in chicken thyroids. The information presented in this study is helpful to understand the role of Se in the thyroid function of chickens.