Selenium is a crucial micronutrient for maintaining animal health, playing a vital role in combating bacterial, viral, fungal, and parasitic diseases. However, concerns have been raised about its toxicity. Selenium nanoparticles (SeNPs) present a solution to this issue, offering higher biocompatibility and bioavailability, and lower toxicity compared to bulk selenium.  The synthesis of selenium nanoparticles can be achieved through three primary methods: physical, chemical, and biological. Among these, biological methods have garnered interest due to their superior compatibility and reduced toxicity compared to the other two methods. This Review summarizes the synthetic methods for selenium and provides an overview of the biological activity of selenium nanoparticles against bacteria, viruses, fungi, and parasites. This review also discusses the immunomodulatory and antioxidant activities of selenium nanoparticles in various animal models as well as the safety and toxicity of selenium nanoparticles.