The present study was designed to compare the effects of nano red selenium and sodium selenite on the antioxidative activities of neutrophils and the hematological parameters in sheep. Fifteen sheep were randomly allocated into three groups. Groups 1 and 2 received selenium nanoparticles orally at 1 mg/kg and sodium selenite at 1 mg Se/kg for 10 consecutive days; group 3 served as the control. To assess the degrees of oxidative stress and of lipid peroxidation of the cellular membranes, the levels of thiobarbituric acid reactive substances (TBARS) were determined in serum samples that were collected at different supplementation intervals, i.e., after 0, 10, 20, and 30 days. In addition, hematological parameters in the serum samples were measured by routine procedures. It was found that TBARS levels in groups 1 and 2 were significantly higher on days 20 and 30 compared to the basal level on day 0. It was also found that on day 30, the TBARS activities in both treated groups were significantly higher than those of the controls (P < 0.05). These findings may explain the seemingly paradoxical effects of supplemental selenium on the indicators of oxidative stress, as the levels of TBARS were generally expected to decrease in the presence of selenium. There were no significant differences between the PCV and RBC values in the three groups. The white blood cell count (WBC) in group 1 showed a significant increase on days 20 and 30 in comparison with the control group. However, in group 2, there was a significant increase of the WBC value just on day 20 in comparison with the control group. Also, there were significant increases of the neutrophil counts and significant decreases of the lymphocyte counts on day 10 in group 1, in comparison with those in group 2 and controls, and on days 20 and 30 in groups 1 and 2 in comparison with those in the control group.