Salinity stress hampers the growth of most crop plants and reduces yield considerably. Therefore, experiments were conducted on wheat (Triticum aestivum L.) plants for studying the role of selenium (5 and 10 μM Se) supplementation in strengthening the salinity stress tolerance. Exposure to salinity (100 mM NaCl) reduced growth in terms of length, fresh and dry biomass yield. Se was affective in ameliorating the deleterious effects of NaCl stress to significant levels when supplied at 5 μM concentrations compared to 10 μM. Application of Se at 5 μM concentration did not show significant impacts on the physiological and biochemical parameters studied. Plants supplemented with 5 μM Se exhibited the highest RWC, chlorophyll synthesis, and photosynthesis. Se supplementation reduced the NaCl-mediated oxidative damage by up-regulating the activity of enzymatic components of the antioxidant system and the accumulation of ascorbate and glutathione. Furthermore, 5 μM Se proved beneficial in enhancing proline and sugar accumulation in normal and NaCl-stressed seedlings providing extra osmolarity to maintain RWC and protect photosynthesis. Se also affected proline metabolism by modulating the activities of the γ-glutamyl kinase (γ-GK) and proline oxidase (PROX) leading to its greater synthesis and lesser degradation. Moreover, it was observed that Se declined the Na/K ratio and also improved nitrogen and Ca uptake. Conclusively, Se at low concentration can be beneficial in preventing salinity-mediated damage and further studies are required to unravel underlying mechanisms.