Dietary supplements containing antioxidants play an important role in reducing the risk of peroxidative attack in aquatic animals. In this work, an orthogonal array design (L9: 34) was used to evaluate the effect of four dietary antioxidant supplements on the physiological responses of rainbow trout at three levels. The supplements included different (A) selenium (Se) forms (inorganic, organic, and nanoparticle), (B) Se content (0, 0.3, & 0.5 mg/kg feed), (C) vitamin E (VE) content (0, 100, & 150 mg/kg feed), and (D) coenzyme Q10 (CoQ10) content (0, 10, & 20 mg/kg feed). Fish with an average body weight of 8.35 ± 0.33 g were randomly allocated to different experimental groups. According to the results, the antioxidant supplements included in the diet had no significant effects on the growth performance of fish (P > 0.05). Immunological and antioxidant parameters were mainly improved by the Se form (Nano-Se) and dietary CoQ10 supplementation. In addition, Se form and VE were more effective in digestive enzyme activities and hematology indices in comparison to other dietary antioxidants. Additionally, diets supplemented with nano-Se along with CoQ10 and VE improved fish resistance/stamina against stress. In conclusion, a more effective combination of the four antioxidant supplements was A2/3B2/3C3D3 (i.e., 0.5 mg/kg organic/nano-Se, 150 mg/kg VE, and 20 mg/kg CoQ10), which could mainly improve the physiological responses of rainbow trout.