The development and productivity of most agricultural plants can be adversely affected by the presence of salts in soil. It is vital in these situations to increase agricultural yield, especially in barren soil, by developing plants that can endure and thrive in salty environment. For reducing the detrimental salt-induced effects, plants must actively control osmotic balance by accumulating suitable solutes like proline, polyols, and glycine betaine and by activating specific stress-responsive genes and enzymes within their cells. Proline is an important osmolyte which build up endogenously in plants in response to stressful situations and its accumulation is dependent on type of species and severity of stress. Although proline biosynthesis genes and enzymes have been extensively studied, but the preferred substrate in this process is yet not clear. In present study, we aimed to elucidate the preferred pathway of proline biosynthesis and the effect on physiological parameters under salt and Se application in proso millet. It was found that salt stress negatively impacted these parameters, while as the addition of Se improved these parameters. In comparison to control 150 mM NaCl treatment led to a reduction of upto 38.6% in FW and 18.91% in DW, whereas 200 mM NaCl led to reduction of upto 52.29% in FW and 18.91% in DW. The osmolytes, total soluble sugars (TSS), glycine betaine (GB) and total proline content (TPC) increased under salt stress by 53.7%, 2.14% and 113.79% at 150 mM NaCl and 54.89%, 0.53% and 87.1% at 200 mM NaCl. But, the application of Se significantly improved the above parameters. It was observed that the low level of Se (1 µM) had a role in enhancing the activity of P5CS, P5CR, and OAT enzymes while decreasing the activity of ProDH and P5CDH enzymes. It was found that genes responsible for proline biosynthesis were expressed efficiently in response to salt stress which further increased with Se application. During salt stress proline biosynthesis (PmP5CS, PmP5CR and PmOAT) genes were up-regulated which improved further with Se treatment. While as, the proline degrading (PmP5CDH and PmProDH) genes were down-regulated at both salt and se treatments. Overall, the Se treatment appeared to be beneficial for modulating the plant responses by providing tolerance.