Selenium (Se) plays a crucial role in intestinal health. However, the specific mechanism by which deficiency of Se causes intestinal damage remains unclear. This study was to explore whether Se deficiency can cause ER stress and induce apoptosis in swine small intestine. We established the Se deficiency swine model in vivo and the intestinal epithelial (IPEC-J2) cell Se deficiency model in vitro. The results of morphological observation showed that Se deficiency caused structural damage in intestinal villi and the decrease of goblet cell structure. The apoptotic characteristics such as nucleolar condensation, mitochondrial swelling, and apoptotic bodies were observed in the IPEC-J2 cells. The results of acridine orange/ethidium bromide and mitochondrial membrane potential fluorescence staining in vitro showed that there were more apoptotic cells in the Se-deficiency group than that in the control group. The protein and/or mRNA expression levels of Bax, Bcl-2, caspase 3, caspase 8, caspase 9, cytc, PERK, ATF6, IRE, XBP1, CHOP, GRP78, which are related to ER stress-apoptosis pathway, were significantly increased in the Se-deficient group which compared with the control group in vivo and in vitro were consistent. These results indicated that Se deficiency induced ER stress and increased the apoptosis in swine small intestine and IPEC-J2 cells and then caused the damage in swine small intestinal tissue. Besides, the results of gene expressions in our experiment proved that ER stress induced by Se deficiency promoted