Preventing islet β‐cells death is crucial for treating type 2 diabetes mellitus (T2DM). Currently, clinical drugs are being developed to improve the quality of T2DM care and self‐care, but drugs focused on reducing islets β‐cell death are lacking. Given that β‐cell death in T2DM is dominated ultimately by excessive reactive oxygen species (ROS), eliminating excessive ROS in β‐cells is a highly promising therapeutic strategy. Nevertheless, no antioxidants have been approved for T2DM therapy because most of them cannot meet the long‐term and stable elimination of ROS in β‐cells without eliciting toxic side‐effects. Here, it is proposed to restore the endogenous antioxidant capacity of β‐cells to efficiently prevent β‐cell death using selenium nanodots (SENDs), a prodrug of the antioxidant enzyme glutathione peroxidase 1 (GPX1). SENDs not only scavenge ROS effectively, but also “send” selenium precisely to β‐cells with ROS response to greatly enhance the antioxidant capacity of β‐cells by increasing GPX1 expression. Therefore, SENDs greatly rescue β‐cells by restoring mitophagy and alleviating endoplasmic reticulum stress (ERS), and demonstrate much stronger efficacy than the first‐line drug metformin for T2DM treatment. Overall, this strategy highlights the great clinical application prospects of SENDs, offering a paradigm for an antioxidant enzyme prodrug for T2DM treatment.