Cadmium (Cd) contamination is one of the most serious health implications in human in terms of food chain accumulation, especially through cereals such as durum wheat as one of the most agricultural interest crops. The objective of the investigation was to evaluate the effect of exogenously applied selenium (Se) on the performance of durum wheat under different Cd concentrations. Experimental factors included four levels of Cd (0, 6, 12, and 24 mg kg−1 as Cd(NO3)2·4H2O), which were added to the soil and left to equilibrate for 40 days before sowing and five levels of Se (0, 1, 2, 4, and 8 mg kg−1 as Na2SeO3·5H2O) under greenhouse conditions. Results showed that the alleviative effects of Se application on wheat growth, i.e., morphological and physiological characteristics depends on Cd contamination level. Se significantly reduced shoot Cd accumulation by sequestration of Cd in root. The highest shoot dry weight at each Cd and Se level was associated with the lowest Cd concentration in the shoot. Higher photosynthetic rate (Pn), stomatal conductance (Gs), and the maximal photochemical efficiency (Fv/Fm) were achieved by using Se under different Cd toxicity. Our findings suggest that applying the optimal Se supply (4 mg kg−1) could mitigate the toxicity of Cd in durum wheat.