Heat stress is associated with compromised performance and productivity in poultry due to declines in feed intake, nutrient utilization, growth rate, egg production and quality, and feed efficiency. Emerging evidences have shown that acute heat exposure results in increased production of free radicals and causes oxidative damage to lipids, proteins, and DNA. Additionally, heat stress can influence immune response by changing the expression of cytokines and by making the immune cells more susceptible to oxidative stress. Selenium, as a part of specific selenoproteins, can help to maintain antioxidant defenses, thereby preventing damages to tissues. An optimum response with supplementation of selenium in diet has been found to improve feed intake, body weight gain, feed efficiency, egg production and quality, and antioxidant status in heat-stressed poultry. Selenium compounds are also known to improve immune responses by altering the production of certain cytokines secreted by cells of the immune system and by enhancing the resistance of the immune cells to oxidative stress. It was reported that selenium supplementation had inhibitory effects on tumor necrosis factor alpha levels in heat-stressed broiler chicks, but the details are not completely elucidated. In the present review, the effect of selenium on production performance, nutrient utilization, antioxidative status, and immune responses of heat-stressed poultry is summarized.