Chronic heat stress (CHS) compromised the immunity and spleen immunological function of pigs, which may associate with antioxidant suppression and splenocyte apoptosis and splenic inflammation. Selenium (Se) exhibited antioxidant function and immunomodulatory through selenoprotein. Thus, this study aimed to investigate the protective effect of dietary hydroxy-selenomethionine (Selisso®, SeO) on chronic heat stress (CHS)-induced porcine splenic oxidative stress, apoptosis and inflammation. Growing pigs were raised in the thermoneutral environment (22 ± 2 °C) with the basal diet (BD), or raised in hyperthermal conditions (33 ± 2 °C) with BD supplied with 0.0, 0.2, 0.4 and 0.6 mg Se/kg SeO for 28 d, respectively. The results showed that dietary SeO supplementation recovered the spleen mass and enhanced the splenic antioxidant capacity of CHS growing pigs. Meanwhile, SeO activated the Nrf2/Keap1 signal, downregulated p38, caspase 3 and Bax, inhibited the activation of NFκb and STAT3, and enhanced the protein expression level of GPX1, GPX3, GPX4, SELENOS and SELENOF. In summary, SeO supplementation mitigates the CHS-induced splenic oxidative damages, apoptosis and inflammation in pigs, and the processes are associated with the activation of Nrf2/Keap1 signal and the suppression of NFκb, p38(MAPK) and STAT signal. It seems that the antioxidant-related selenoproteins (GPXs) and functional selenoproteins (SELENOS and SELENOF) play important roles in the alleviation processes.