We reported previously that sheep affected with footrot (FR) have lower whole-blood selenium (WB-Se) concentrations and that parenteral Se-supplementation in conjunction with routine control practices accelerates recovery from FR. The purpose of this follow-up study was to investigate the mechanisms by which Se facilitates recovery from FR. Sheep affected with FR (n = 38) were injected monthly for 15 months with either 5 mg Se (FR-Se) or saline (FR-Sal), whereas 19 healthy sheep received no treatment. Adaptive immune function was evaluated after 3 months of Se supplementation by immunizing all sheep with a novel protein, keyhole limpet hemocyanin (KLH). The antibody titer and delayed-type hypersensitivity (DTH) skin test to KLH were used to assess humoral immunity and cell-mediated immunity, respectively. Innate immunity was evaluated after 3 months of Se supplementation by measuring intradermal responses to histamine 30 min after injection compared to KLH and saline, and after 15 months of Se supplementation by isolating neutrophils and measuring their bacterial killing ability and relative abundance of mRNA for genes associated with neutrophil migration. Compared to healthy sheep, immune responses to a novel protein were suppressed in FR-affected sheep with smaller decreases in FR-affected sheep that received Se or had WB-Se concentrations above 250 ng/mL at the time of the immune assays. Neutrophil function was suppressed in FR-affected sheep, but was not changed by Se supplementation or WB-Se status. Sheep FR is associated with depressed immune responses to a novel protein, which may be partly restored by improving WB-Se status (> 250 ng/mL).