The objective of the study was to examine the effects of different doses of dietary organic selenium (Se) on humoral immune response, hepatic antioxidant status, mRNA expression of key selenoproteins and oxidative stability of lamb meat. Twenty lambs aging 5–6 months received during a 90-day period a basal diet unsupplemented or supplemented with 0.5, 1.5 or 4.5 ppm Se (selenized yeasts). After experimental period, immune response against Peste des petits ruminants (PPR) virus vaccine, hepatic antioxidant status, selenoproteins gene expression, histology of liver, kidney, spleen and thymus, and meat oxidative stability after 0, 3, 7 and 10 days of storage were studied. Significantly higher serum PPR antibody titre and hepatic total antioxidant capacity in lambs fed diet supplemented with 1.5 and 4.5 ppm Se were shown. Gene expression of glutathione peroxidase 1 (GPX1) and GPX3 was increased in group with 0.5 ppm Se supplementation. While selenoprotein 15 and iodothyronine deiodinase 1 (DIO1) mRNA levels were not influenced by supranutritional Se supplementation, DIO3 mRNA level was upregulated at 4.5 ppm Se addition. Selenoprotein P and W1 gene expression were significantly upregulated by 1.5 and 4.5 ppm Se supplementation, respectively. Thioredoxin reductase 1 gene expression was decreased by 4.5 ppm Se. No appreciable differences in meat lipid oxidation were observed amongst treatments. So, feeding 1.5 ppm organic Se could be beneficial in improving humoral immune response to PPR vaccine and hepatic antioxidant status in lambs. Further, the expression of genes encoding selenoproteinases depends on their type and dose of Se in the diet. The studied Se doses did not induce toxicity in organs but exhibited limited potential to enhance meat oxidative stability.