Deoxynivalenol (DON) is a common contaminant of grain worldwide and is often detected in the human diet and animal feed. Selenium is an essential trace element in animals. It has many biological functions. The role of selenium in the body is mainly orchestrated by selenoprotein. Glutathione peroxidase (GPx) also exists widely in the body and has attracted much attention due to its high antioxidant capacity. In order to explore the effect of the GPx1 gene on toxicity of DON, in this study, we overexpressed or knockdown GPx1 in porcine splenic lymphocytes, then added different concentrations of DON (0.1025, 0.205, 0.41, and 0.82 μg/mL) and sodium selenite (2 μmol/L) to the culture system. Using various techniques, we detected antioxidant function, free radical content, cell apoptosis, and methylation-related gene expression to explore the effect of GPx1 expression on DON-induced cell damage. We also explored whether selenium can antagonize the toxicity of DON in these two cell models and revealed the protective effect of sodium selenite on DON-induced cell damage in GPx1-overexpressing or knockdown splenic lymphocytes. Finally, our findings revealed the following: (1) GPx1 can regulate the antioxidant capacity, apoptosis rate, and expression of DNA methylation-related genes in pig splenic lymphocytes. (2) Na2SeO3 (2 μmol/L) can regulate the antioxidant capacity, apoptosis rate, and expression of DNA methylation-related genes in pig splenic lymphocytes, and this effect is more significant in GPx1-overexpressing cells than in GPx1-knockdown cells. (3) DON can cause oxidative damage, apoptosis, and methylation injury in GPx1-overexpressing or knockdown pig splenic lymphocytes in a concentration-dependent manner. (4) Na2SeO3 (2 μmol/L) can antagonize the toxic effect of DON on GPx1-overexpressing or knockdown pig splenic lymphocytes. Our findings may have important implications for food/feed safety, human health, and environmental protection.