Selenium is an essential trace element for health that can only be obtained through food. However, the pathological processes of selenium deficiency in cattle have received little attention. This study investigated the effects of selenium deficiency on oxidative stress, apoptosis, inflammation, and necroptosis in the lungs of weaning calves compared with healthy calves as controls. The lung selenium content and the expression of 11 selenoproteins mRNA in selenium-deficient calves were substantially reduced compared with the controls. Pathological results showed engorged alveolar capillaries, thickened alveolar septa, and diffuse interstitial inflammation throughout the alveolar septa. The levels of GSH and T-AOC, as well as the CAT, SOD, and TrxR activities, were significantly decreased compared with healthy calves. MDA and H2O2 were significantly elevated. Meanwhile, the apoptosis activation in the Se-D group was validated. Next, in the Se-D group, several pro-inflammatory cytokines showed higher expression. Further research revealed that the lungs in the Se-D group experienced inflammation via hyperactive NF-κB and MAPK pathways. The high level of expression of c-FLIP, MLKL, RIPK1, and RIPK3 indicated that necroptosis also causes lung damage during selenium deficiency.