Wheat (Triticum aestivum L.) is a staple food worldwide, and agronomic biofortification with selenium (Se) and zinc (Zn) is a simple and effective way to increase nutrient intake. This study aimed to evaluate the combined effects of Zn and Se on the biofortification of wheat grain. Zinc sulfate (ZnSO4·H2O, 1.74, 2.61 and 3.48 kg Zn hm−2) and sodium selenite (Na2SeO3, 15 and 30 g Se hm−2) were sprayed individually or simultaneously at key stages of wheat growth (the jointing, booting, and filling stage) under field conditions. On the basis of soil Zn application, the foliar application of Zn or Se alone greatly increased grain Zn by 12.07–71.88% (up to 41.66–64.30 mg kg−1), and grain Se content by 131.81–527.21% (up to 0.21–0.50 mg kg−1), while the soil application of Zn had little effect on grain Zn. Compared with the foliar application of Zn or Se alone, the co-application of Se increased the grain Zn content by 1.74–16.15%, while the co-application of Zn significantly reduced grain Se content by 25.43–86.34% and the effect was more pronounced with an increase in Zn dosage. Moreover, positive correlations were found between Zn and copper (Cu) in grains, and wheat grains could provide adequate dietary intakes of manganese (Mn), Cu, and molybdenum (Mo) for humans. In summary, the soil application of 11 kg Zn hm−2 combined with the foliar application of 2.61 kg Zn hm−2 and 30 g Se·hm−2 is a feasible Zn-Se co-enrichment strategy, which would provide the recommended nutrient intake (RNI) of 113.63–124.72% (female) and 68.18–74.84% (male) of Zn and 81.30–95.85% of Se.