Abstract Selenium (Se) is an essential micronutrient with beneficial effects on performance and immune function. Selenium plays a key role in enzymatic and metabolic pathways, primarily through selenocysteine-containing proteins. Despite increasing knowledge on the role of Se on conceptus development, less is known about its effects on maternal immune responses during gestation. Thus, our goal was to investigate the effects of supranutritional Se-supplementation during different trimesters of pregnancy on gene expression of monocyte blood cells and the underlying biological pathways. To this end, crossbred Angus cows (n = 40) received, except for the control group (CTR), Se-yeast boluses (105 mg of Se/wk) during the first (TR1), second (TR2), or third (TR3) trimester of gestation. Before calving, blood samples were collected from a jugular vein, and the monocytes were isolated and used for total RNA extraction. After quality control of the RNA-Seq data, 13,810 genes were tested for differential expression analysis using a t-test method implemented in the CeTF R-package. We identified 3,904 unique differentially expressed genes (DEGs) across all group comparisons (FDR < 0.05). Differentially expressed selenoprotein-coding genes included SELENOI, SELENOM, SELENON, SELENOP, SELENOT, and SEPSECS. Most of these genes were downregulated in the Se-supplemented groups compared with CTR. However, SELONOP was upregulated in TR1 and TR2 groups, and SELENOM in TR3 compared with CTR. Biological processes over-represented by the DEGs, were retrieved using the WebGestalt software (FDR < 0.05). Immune-related biological processes included positive regulation of the immune system process, immune system development, leukocyte migration, and inflammatory response. Genes underlying these biological processes included ILDR1, IL21R, IL9R, and IL18BP, all of which were upregulated in TR2 compared with CTR. On the other hand, IL1R1, IL6R, and IL1RN genes were downregulated in the Se-supplemented groups. Our results provide evidence that genes underlying immune cell function and Se metabolism were affected by supranutritional Se supplementation.