Thirty-two wether lambs of Tan sheep were randomly assigned into four dietary treatment groups (eight per group) for an 8-wk study and then fed a basal diet deficient in Se (0.06 mg/kg) or diets supplemented to provide 0.10 mg/kg Se from sodium selenite, selenized yeast, and seleniumenriched probiotics, respectively. Blood samples were collected at d 0, 28, and 56 of the experiment and tissue samples were collected at experiment termination. Tissue and blood Se concentrations, blood glutathione peroxidase (GSH-Px) activities, and plasma interleukin levels were analyzed. The results showed that the concentrations of Se in the kidney, liver, and muscle increased in all of the supplemented groups (p < 0.01) compared with the control group. However, the Se concentrations in the kidney, liver, and muscle in the groups supplemented with Se yeast and Se-enriched probiotics were higher than those in the group supplemented with sodium selenite (p < 0.01). The activities of GSH-Px and the concentrations of Se in blood also increased in all of the supplemented groups during the period of supplementation (p < 0.01) compared with the control group. The activities of GSH-Px and the concentrations of Se in the whole blood of the lambs fed with selenized yeast and Se-enriched probiotics were higher than those of lambs fed with sodium selenite (p<0.01 or p<0.05). The concentrations of interleukin-1 and interleukin-2 in plasma significantly increased in all of the supplemented groups during the entire period of experiment (p<0.01) compared with the control group, but had no significant differences among all of the supplemented groups. In conclusion, a diet supplemented with Se for finishing lambs was able to increase the concentrations of Se in tissue and blood, activities of GSH-Px in blood, and levels of interleukins in plasma. Organic Se sources (selenized yeast and Se-enriched probiotics) were more effective than the inorganic Se source (sodium selenite) in increasing tissue and blood Se concentrations and blood GSH-Px activities of lambs. However, there were no significant differences in plasma interleukin levels of lambs between organic and inorganic Se sources.