Chronic stress induces changes in the prefrontal cortex and hippocampus. Selenium nanoparticles (SeNPs) showed promising results in several neurological animal models. The implementation of SeNPs in chronic restraint stress (CRS) remains to be elucidated. This study was done to determine the possible protective effects of selenium nanoparticles on behavioral changes and brain oxidative stress markers in a rat model of CRS. 50 rats were divided into three groups; control group (n = 10), untreated CRS group (n = 10) and CRS-SeNPs treated group (n = 30). Restraint stress was performed 6 h./day for 21 days. Rats of CRS-SeNPs treated group received 1, 2.5 or 5 mg/kg SeNPs (10 rats each) by oral gavage for 21 days. Rats were subjected to behavioral assessments and then sacrificed for biochemical and histological analysis of the prefrontal cortex and hippocampus. Prefrontal cortical and hippocampal serotonin levels, oxidative stress markers including malondialdehyde (MDA), reduced glutathione (GSH) and glutathione peroxidase (GPx), tumor necrosis factor alpha (TNF-α) and caspase-3 were assessed. Accordingly, different doses of SeNPs showed variable effectiveness in ameliorating disease parameters, with 2.5 mg/kg dose of SeNPs showing the best improving results in all studied parameters. The present study exhibited the neuroprotective role of SeNPs in rats subjected to CRS and proposed their antioxidant, anti-inflammatory and anti-apoptotic effects as the possible mechanism for increased prefrontal cortical and hippocampal serotonin level, ameliorated anxiety-like and depressive-like behaviors and improved prefrontal cortical and hippocampal histological architecture.