The aim of the present study was to investigate the effect of selenium (Se), polysaccharide of Atractylodes macrocephala Koidz. (PAMK), and the combination of Se and PAMK on the immune response, heat shock protein (HSP) levels under heat stress (HS) condition in chicken spleen. Two hundred chickens were randomly divided into two groups, the HS group and the control (Con) group. Then these chickens were treated with Se (0.3 mg/kg), PAMK (200 mg/kg) alone, and the combination of Se (0.3 mg/kg) and PAMK (200 mg/kg). The antioxidative enzymes, cytokines contents, and expression levels of HSP27 and HSP70 were examined in chicken spleen. The results indicated that HS induced higher levels of TNF-α, IL-4, HSP27, HSP70, and MDA levels but lower level of IFN-γ, IL-2, Gpx, and SOD in spleen (P < 0.05). These responses were ameliorated by the treatment of Se, PAMK alone, and the combination of Se and PAMK (P < 0.05 or not) The results showed that under common condition, Se and PAMK could improve the immune response by enhancing the levels of some cytokines to proper levels; however, under HS condition, Se and PAMK could change the abnormal levels of cytokines and oxidative damages to ameliorate the injury induced by HS. In addition, there existed synergistic effect on the modulation of these biomarkers in chicken spleen between Se and PAMK. So both Se and PAMK play important roles in regulating the immune function in chicken. Considering the synergistic effect on immune regulation of PAMK, this herb deserves further investigation to evaluate its role in improving the effect of traditional immune regulators.