Although selenium (Se) supplementation is a common practice in poultry, the best source and level has not been established yet. Thus, a 42-day experiment involving diets with three levels (0.1, 0.2 and 0.5 mg/kg) of supplemental Se from sodium selenite (SS), selenised yeast (SY) and nanoelemental Se (SN) was conducted to evaluate the possible differential responses of broiler chickens to inorganic, organic and nano Se sources relative to a control diet. Throughout the experiment, broilers receiving Se supplements had higher feed intake, body weight gain (BWG) and survival rate than the control. Broilers fed dietary SY or SN had improved BWG compared with those fed the SS-supplemented diets. Broilers treated with Se supplementation had increased serum glutathione peroxidase (GPx) and thioredoxin reductase (TrxR) activities and produced higher antibody responses to avian influenza virus (AIV) and sheep red blood cell (SRBC) versus the control. These effects were enhanced with increasing Se addition, except for GPx that responded equally to all supplemental Se levels. Also, broilers receiving supplementary SY or SN exhibited higher anti-AIV and anti-SRBC titres along with more elevated serum Se, TrxR activity and total antioxidant capacity compared with those receiving SS. At the same time, SN had the most increasing effect on anti-SRBC titre. To conclude, diet supplementation with 0.5 mg/kg of Se in the form of SY or SN was capable of meeting the Se demands of broiler chickens for optimum growth and antioxidant capability, while SN seemed to be the most effective Se source in enhancing immunity. HIGHLIGHTS Diet supplementation with SN and SY, especially at 0.5 mg/kg diet, improved broiler performance and carcase quality of chickens compared with SS. SY and SN showed more favourable effects on oxidative status and immunocompetence. The best anti-SRBC titre was observed with SN.