The objective of this study was to determine the efficacy of supranutritional dietary selenium and vitamin E (Vit E) to ameliorate the effect of heat stress (HS) on oxidative status and acid-base balance in sheep. Thirty-two Merino × Poll Dorset ewes were acclimated to indoor individual pen feeding of a pelleted control diet (0.24 g Se and 10 IU of Vit E/kg DM) for 1 wk. Sheep were then moved to metabolism cages in climatic chambers and randomly allocated to a 2 × 2 × 2 factorial design with the respective factors being dietary Se (0.24 and 1.20 mg/kg DM as Sel-Plex; Alltech, Australia), Vit E (10 and 100 IU/kg DM), and temperature for 2 wk. After 1 wk of acclimation in metabolic cages, 1 climatic chamber continued on thermoneutral (TN) conditions (18°C to 21°C and 40% to 50% relative humidity [RH]), and the other one was set to HS conditions (28°C to 40°C and 30% to 40% RH) for 1 wk. The sheep were then returned to individual pens and fed the control diet for 1 wk before being returned to the same diet as in the first period but a reversed thermal treatment for a further 2 wk. Physiological parameters were recorded 3 times daily, and blood samples were collected on d 1 and 7 of thermal treatment. Average respiration rate and rectal temperature of sheep were increased (P < 0.001) during HS; however, combined supranutritional supplementation of Se and Vit E reversed the effects of HS. Sheep given the high Se and high Vit E diet had a lower respiration rate (191 vs. 232 breaths/min; P = 0.012) and rectal temperature (40.33°C vs. 40.58°C; P = 0.039) under peak HS (1700 h) compared with those fed the low Se and low Vit E diet. Plasma reactive oxygen metabolites concentrations were reduced (P = 0.048) by 20%, whereas biological antioxidant potential was increased (P = 0.17) by 10% in sheep fed the high Se and high Vit E diet compared with those fed the low Se and low Vit E diet. Blood pH was elevated (P = 0.007) and bicarbonate was reduced (P = 0.049) under HS, and again, these effects were ameliorated by the high Se and high Vit E diet. Both white blood cell glutathione peroxidase gene expression and red blood cell lysate glutathione peroxidase activity were increased in sheep fed the high Se and high Vit E diet. These data suggest that supranutritional dietary Se or Vit E can reduce some of the negative effects of HS. However, the synergism between the 2 antioxidants improves their potential to ameliorate the impacts of HS in sheep.