This study evaluated the impacts of nano-Se on the growth, immunity, antioxidant capacity, physiological parameters, gene expression, and stress resistance of fingerling Sobaity seabream (Sparidentex hasta). The fish with an average weight of 21.5 ± 0.1 g were divided into four treatment groups in triplicates that received one of the test diets supplemented with varying levels of nano-Se: 0 (control), 0.5 (Se-0.5), 1 (Se-1), and 2 (Se-2) mg/Kg for 60 days. The results showed that final weight, weight gain rate, specific growth rate, feed intake, and feed conversion ratio improved with significant linear and quadratic trends (P < 0.05) in response to nano-Se-supplemented diets, and the best values were measured in the Se-2 group. Superoxide dismutase activity level remained unaffected among the four groups (P > 0.05). Catalase activity increased in nano-Se-supplemented groups, with the highest level measured in fish fed the Se-0.5 diet. Glutathione peroxidase activity levels were not significantly different between the control and nano-Se groups, but the lowest malondialdehyde concentration was detected in the Se-2 group. Nano-Se had no marked effect on total plasma Ig levels; however, the highest lysozyme activity and alternative complement activity (ACH50) were observed in the Se-0.5 and Se-2 groups, respectively. No significant differences (P > 0.05) were observed in plasma total protein, albumin, globulin, triglyceride, and thyroid hormone (T3 and T4) contents among the groups. However, the lowest cholesterol and low-density lipoprotein values and the highest high-density lipoprotein concentration were measured in the Se-2 group. The Se-0.5 and Se-1 groups exhibited significantly lower levels of aspartate aminotransferase activity, and the lowest alkaline phosphatase activity level was detected in the Se-1 group. The expression level of insulin-like growth factor I gene in all nano-Se-fed groups was significantly higher than the control. Also, the expression of interleukin-1β and lysozyme genes was significantly upregulated in nano-Se-supplemented groups, with the highest values in the Se-2 group. Following acute crowding stress, plasma cortisol and lactate levels at all post-stress time intervals were not significantly different among the experimental groups. Fish fed the Se-0.5 and Se-2 diets tended to have lower plasma glucose concentrations than other groups. In conclusion, dietary nano-Se at 2 mg/kg is recommended to promote growth performance and enhance antioxidant and immune parameters in Sobaity juveniles.