Selenium, iron, and zinc (Se, Fe, Zn) are essential trace elements crucial for animal growth, development, and immune protection, but they can be detrimental in excess. This study evaluates the impacts of Se, Fe and Zn on Apostichopus japonicus over a period of nine days, utilizing concentrations ranging from low to high: Se (0.20 µmol/L and 0.82 µmol/L), Fe (4.74 µmol/L and 18.96 µmol/L), Zn (1.88 µmol/L and 7.51 µmol/L). Concentrations of these trace elements in sea cucumbers increased with exposure time. Activities of CAT, SOD, and GSH-PX enzymes were enhanced. Transcriptomic analyses of sea cucumber body wall revealed significant gene expression changes, with differentially expressed genes (DEGs) numbering 294 at high and 945 at low Se concentrations, 906 at high and 210 at low Fe concentrations, and 423 at high and 123 at low Zn concentrations. Gene Ontology (GO) and Kyoto Encyclopedia of Genes and Genomes (KEGG) pathway analyses highlighted DEGs enrichment in critical metabolic and immune-related pathways, including DNA replication, arachidonic acid metabolism, and oxidative phosphorylation. These results suggest that energy metabolism and immune regulation are pivotal in managing these elements, potentially enhancing sea cucumber immunity. This study enhances our comprehension of the physiological responses of sea cucumbers to trace elements and provides a theoretical basis for their use in aquaculture.