An 8-week feeding trial was conducted to compare the effects of supplementing (0.7 mg kg−1) different dietary selenium (Se) sources including organic [selenomethionine (SeMet)], inorganic [sodium selenite (Na2SeO3)], and nanoparticulate Se (nano-Se) on physiological responses of common carp, Cyprinus carpio juveniles (9.7 ± 0.1 g). Basal diet without Se supplementation used as control. Fish fed nano-Se supplemented diet had the highest weight gain (97.2 ± 10.8%) and feed efficiency ratio (42.4 ± 0.8%). Intestinal villi height was significantly taller in fish fed nano-Se diet than in the control group in both foregut and midgut sections. Serum glutathione peroxidase and superoxide dismutase activities were significantly higher in nano-Se and SeMet groups than in control and sodium selenite groups. Fish fed Se-supplemented diets had greater red blood cell counts and hematocrit and hemoglobin values than the control group (P < 0.05). Nano-Se and SeMet groups showed a significant increase in white blood cell counts, neutrophil percentage, and serum lysozyme activity than the other groups. Fish fed nano-Se diet had the highest serum hemolytic activity, total immunoglobulin, and total protein and albumin contents, as well as the lowest serum total cholesterol and low density lipoprotein levels (P < 0.05). Overall, significant improvements in growth performance, feed utilization, intestinal morphology, and hemato-immunological and serum biochemical parameters of common carp juveniles suggest nano-Se as an efficient source for providing dietary Se in this species.