Selenium may play a beneficial role in multi-factorial illnesses with genetic and environmental linkages via epigenetic regulation in part via glutathione peroxidase (GPx) activity. A meta-analysis was undertaken to quantify the effects of dietary selenium supplementation on the activity of overall GPx activity in different tissues and animal species and to compare the effectiveness of different forms of dietary selenium. GPx activity response was affected by both the dose and form of selenium (p < 0.001). There were differences between tissues on the effects of selenium supplementation on GPx activity (p < 0.001); however, there was no evidence in the data of differences between animal species (p = 0.95). The interactions between dose and tissue, animal species and form were significant (p < 0.001). Tissues particularly sensitive to changes in selenium supply include red blood cells, kidney and muscle. The meta-analysis identified that for animal species selenium-enriched foods were more effective than selenomethionine at increasing GPx activity.