This study aimed to evaluate effects of supplementing the diets of laying hens with different sources of Se and different levels of flaxseed on egg Se concentration, yolk antioxidant properties and immune response. In a completely randomized design, 384 Hy-Line W-36 hens (aged 50 weeks) were assigned to a 3 × 4 factorial arrangement, comprising four replicates of eight hens. For 10 weeks, the birds were fed one of three basal diets containing 0, 50, and 100 g/kg of flaxseed and regular Se content from mineral premix, supplemented with no additional Se (SN) and 1 mg/kg of Se from sodium selenite (SS), Se-enriched yeast (SY), and hydroxy selenomethionine (SOH). The greatest Se concentration in the yolk was observed in diets containing organic Se sources. The SOH diet produced the greatest albumen Se concentration, followed by SY, and then SS. Using any Se supplementation improved glutathione peroxidase activity and total antioxidant capacity, compared with SN. However, superoxide dismutase activity and malondialdehyde were not affected by Se supplementation. Cell-mediated immune response was improved by Se supplementation, especially SS. Antibody response against sheep red blood cell (SRBC) was not affected by Se source, except that IgM was greater in the hens that received SS and SY. Neither flaxseed supplementation, nor its interaction with Se source was significant for any trait. Thus, supplementation of diets with 1 mg/kg Se, especially from organic sources, enriched the egg and improved some yolk antioxidant properties and immune system function. Supplemental flaxseed did not influence any measured traits.