Selenium (Se) is an essential trace element for humans. Low concentrations of Se can promote plant growth and development. Enhancing grain yield and crop Se content is significant, as major food crops generally have low Se content. Studies have shown that Se biofortification can significantly increase Se content in plant tissues. In this study, the genetic transformation of wheat was conducted to evaluate the agronomic traits of non-transgenic control and transgenic wheat before and after Se application. Se content, speciation, and transfer coefficients in wheat grains were detected. Molecular docking simulations and transcriptome data were utilized to explore the effects of selenium-binding protein-A TaSBP-A on wheat growth and grain Se accumulation and transport. The results showed that TaSBP-A gene overexpression significantly increased plant height (by 18.50%), number of spikelets (by 11.74%), and number of grains in a spike (by 35.66%) in wheat. Under normal growth conditions, Se content in transgenic wheat grains did not change significantly, but after applying sodium selenite, Se content in transgenic wheat grains significantly increased. Analysis of Se speciation revealed that organic forms of selenomethionine (SeMet) and selenocysteine (SeCys) predominated in both W48 and transgenic wheat grains. Moreover, TaSBP-A significantly increased the transfer coefficients of Se from solution to roots and from flag leaves to grains. Additionally, it was found that with the increase in TaSBP-A gene overexpression levels in transgenic wheat, the transfer coefficient of Se from flag leaves to grains also increased.