Five isonitrogenous (30% crude protein) diets were formulated to contain two forms of selenium (Se): convention Se named Bulk‐Se or Se nanoparticles (Nano‐Se), both forms of Se supplemented at two levels 0.4 and 0.8 mg kg−1 diet compared to the control diet without addition for a period of 84 days. Nile tilapia, Oreochromis niloticus, fingerlings (5.0 ± 0.2 g) fed tested diets in triplicates at a rate of 5% of their total biomass three times a day for 84 days. The results showed that the best growth performance and amylase and lipase enzymes activity (p ≤ 0.05) were observed in fish fed 0.4 or 0.8 mg kg−1 Nano‐Se diet. In anterior intestine, fish fed 0.8 mg kg−1 Nano‐Se recorded the highest level (p ≤ 0.05) of villi height and width and goblet cell number. The highest values mucosal‐to‐serosal amplification ratio (MSR) and absorption area of villous were recorded in fish fed 0.4 mg kg−1 Nano‐Se. Fish fed 0.8 mg kg−1 Nano‐Se recorded the highest value (p ≤ 0.05) of villi height, villi width, MSR and crypt thickness, while fish fed the control diet recorded the lowest level one in posterior intestine. In addition, fish fed 0.8 mg kg−1 Nano‐Se noted the best values of haemoglobin, haematocrit, red blood cells and white blood cell count. Alanine and aspartate aminotransferases were lower, while total serum protein, albumin and globulin contents were significantly higher in fish fed diet contained 0.4 or 0.8 mg kg−1 Nano‐Se compared to Bulk‐Se and control diet. The highest significant values of superoxide dismutase, catalase, glutathione peroxidase, glutathione, glutathione‐S‐transferase and glutathione reductase activity accompanied with the lowest MDA value recorded of fish fed diet supplemented with 0.8 mg kg−1 Nano‐Se. The results indicated that the inclusion of Nano‐Se at 0.8 mg kg−1 was the recommended source and level of Se to improve performance, efficiency of nutrient, digestive enzyme activity and absorption surface of intestine, haemato‐biochemical parameters and oxidative stress responses of Nile tilapia compared with other treatments.