Se-methylselenocysteine (MeSeCys) is a natural organic selenium (Se) supplement. However, its effects on animal nutrition are poorly understood. This study compared the effects of sodium selenite (SeNa), MeSeCys, and selenomethionine (SeMet) on immune function, tissue Se concentration, meat quality, and selenoprotein gene expression in pigs. A total of 72 finishing pigs were divided into four groups, which received a basal diet (BD, 0.1mg Se/kg) without Se supplementation or one supplemented with SeNa, MeSeCys, or SeMet at a concentration of 0.25mgSe/kg. Organic Se supplementation significantly increased the immune globulin A (IgA), IgG, and IgM serum levels compared with BD and SeNa groups (P < 0.05). There were no statistically significant differences in growth performance among the four groups. SeMet was more efficient in increasing Se concentrations in the heart, muscle, and liver than MeSeCys and SeNa (P < 0.05), while no statistically significant differences were observed between MeSeCys and SeNa. Se supplementation significantly decreased the pressing muscle loss compared with the BD group (P < 0.05). Meat color and pH were not significantly affected. Se supplement effects on liver selenoprotein gene mRNA level enhancement were ranked as follows: MeSeCys > SeMet > SeNa (P < 0.05). In muscle tissues, only the SELENOW mRNA level was significantly increased by the MeSeCys and SeMet treatment, compared with the SeNa group. In conclusion, SeMet was more efficient in increasing Se concentrations than MeSeCys and SeNa in pigs, while MeSeCys was more efficient in enhancing selenoprotein gene expression than SeMet and SeNa.