Salinity is a serious limiting factor for crop growth and production. The present study was conducted to investigate the response of wheat grown at salinities of 0.12, 0.30 and 0.60 S m−1 on soil supplemented with 0, 0.5, 1 and 4 mg kg−1 Se as selenite. Chlorophyll a and b, carotenoid contents, Fe, Zn and Se in shoots as well as shoot dry weight were negatively affected by increased salinity. Se had a dual effect: at 0.5 mg kg−1, chlorophyll b, proline, and shoot Fe content were increased, catalase activity was stimulated; there was no effect on Zn content and shoot dry weight. At the two higher concentrations, Se led to decreases in chlorophyll content, nutrient concentration, and shoot dry weight. Thus, moderate addition of Se to soil could be a strategy to improve physiological responses and micronutrient status in wheat under salinity stress.