This study was performed to investigate the immune enhancement effect of glycine nano-selenium, a microelement on H9N2 avian influenza virus vaccine (H9N2 AIV vaccine) in mice. Fifty (50) Specific Pathogen Free Kunming mice aged 4–6 weeks (18–20 g Body weight) were randomly divided into five groups: control normal group, which received no immunization + 0.5 mL 0.9% normal saline, positive control group, which received H9N2 AIV vaccine + 0.5 mL 0.9% normal saline, 0.25 mg/kg selenium group, which received H9N2 AIV vaccine + 0.5 mL 0.25 mg/kg selenium solution, 0.5 mg/kg selenium group, which received H9N2 AIV vaccine + 0.5 mL 0.5 mg/kg selenium solution, and 1 mg/kg selenium group, which received H9N2 AIV vaccine + 0.5 mL 1 mg/kg selenium solution. Hematoxylin and eosin staining, enzyme linked immunosorbent assay (ELISA), and quantitative real time polymerase chain reaction (qRT-PCR) methods were used to investigate the pathological changes, immunoglobulin levels, and cytokine gene expressions in this study. The results showed that all tested doses (0.25 mg/kg, 0.5 mg/kg and 1.00 mg/kg) of glycine nano-selenium did not lead to poisoning in mice. In addition, when compared to the positive control group, glycine nano-selenium increased the immunoglobin indexes (IgA, IgG, IgM and AIV-H9 IgG in serum) as well as the mRNA levels of IL-1β, IL-6 and INF-γ in the liver, lungs, and spleen (p < 0.05). In summary, glycine nano-selenium could enhance the efficacy of avian influenza vaccine.