Industrial Internet of Things (IIoT) deploys edge devices to act as intermediaries between sensors and actuators and application servers or cloud services. Machine learning models have been widely used to thwart malware attacks in such edge devices. However, these models are vulnerable to adversarial attacks where attackers craft adversarial samples by introducing small perturbations to malware samples to fool a classifier to misclassify them as benign applications. Literature on deep learning networks proposes adversarial retraining as a defense mechanism where adversarial samples are combined with legitimate samples to retrain the classifier. However, existing works select such adversarial samples in a random fashion which degrades the classifier's performance. This work proposes two novel approaches for selecting adversarial samples to retrain a classifier. One, based on the distance from malware cluster center, and the other, based on a probability measure derived from a kernel-based learning (KBL). Our experiments show that both of our sample selection methods outperform the random selection method and the KBL selection method improves detection accuracy by 6%. Also, while existing works focus on deep neural networks with respect to adversarial retraining, we additionally assess the impact of such adversarial samples on other classifiers and our proposed selective adversarial retraining approaches show similar performance improvement for these classifiers as well. The outcomes from the study can assist in designing robust security systems for IIoT applications.