Dietary supplementation of selenium nanoparticles (Se-NPs) at different levels (0, 0.5, 1, and 2 mg kg diet) was evaluated to find out the effects on serum and skin immune responses as well as stress resistance in the red sea bream (Pagrus major). After 45 days of experimental trial, serum and mucosal immune responses were significantly high in fish fed 1 mg Se-NPs kg diet (P < 0.05). In this group, alternative complement pathway, total serum protein, antioxidant activity of catalase enzyme, serum bactericidal activity, serum lysozyme activity, and amounts of skin mucus secretions as well as stress resistance against low salinity stress increased significantly, when compared to fish fed Se-NP-free diet (P < 0.05). Furthermore, fish fed Se-NPs at 2 mg kg diet exhibited higher alternative complement pathway, total serum protein, mucus lysozyme activity, serum and mucus peroxidases, amount of mucus secreted, and tolerance against low salinity stress than the fish fed Se-NP-free diet (P < 0.05). Interestingly, the nitro blue tetrazolium activity in all groups fed with diets supplemented with Se-NPs are significantly higher than Se-NP-free diet (P < 0.05). The present results demonstrate that the dietary supplementation with Se-NPs (mainly from 1 to 2 mg kg level) could be useful for maintaining the overall health status of red sea bream.