The effect of different dietary levels of selenium (Se) and vitamin E on egg production, the antioxidant status and the immune system response of hens was investigated in the current study. A total of 32 Lohman Brown hens were divided into four groups and were fed diets with 5% of soybean oil and two levels of Se (0.15 and 0.30 mg/kg) and vitamin E (30 and 60 mg/kg). During 10 weeks of experimental feeding, the body weights of hens and egg production were similar in all dietary treatments, but a higher Se content of diets contributed to a significant increase in egg weight. A higher vitamin E level significantly increased alpha-tocopherol concentrations (2.71 vs. 2.05 microg/mL, p = 0.001), superoxide dismutase (SOD) activity (43.3 vs. 39.9 U/mL, p = 0.049) and the ferric reducing ability of serum (FRAP) (123.0 vs. 105.7 micromol/L, p = 0.029). A higher Se content increased the concentrations of ascorbic acid (0.309 vs. 0.073 microg/L, p = 0.001), retinol (1.48 vs. 1.15 microg/mL, p = 0.001) and alpha-tocopherol (2.86 vs. 1.90 microg/mL, p = 0.001), the activity levels of catalase (3.40 vs. 2.98 U/L,p = 0.010) and SOD (43.4 vs. 30.8 U/mL, p = 0.040) as well as the total antioxidant status (TAS) of serum (0.38 vs. 0.28 mmol/L, p = 0.026). There were no significant differences in the concentrations of tumor necrosis factor-alpha (TNF-a) and interleukin-6 (IL-6) between treatments, while a higher vitamin E content of diets increased serum immunoglobulin A (IgA) concentrations (370.6 vs. 321.3 microg/mL, p = 0.026). Higher dietary levels of vitamin E and Se increased the serum concentrations of retinol (1.66 vs. 2.20 microg/mL, p = 0.013) and a-tocopherol (3.33 vs. 1.71, p = 0.014), but they had no effect on the other physiological parameters. It is recommended that the levels of both supplements, Se and vitamin E, be increased in laying hen diets as they have a beneficial effect on the serum concentrations of retinol and alpha-tocopherol.