Mastitis is not only a major cause of economic losses to the dairy industry but also a major problem in ensuring the quality and safety of the milk, associated with high somatic cell counts and residues of antibiotics used for treatment. One innovative approach to protection against mastitis is to stimulate the animal's natural defense mechanisms. Technological advances in immunological research have increased our ability to exploit the immunity of the bovine mammary gland during periods of high susceptibility to disease. The trace element selenium affects the innate and the adaptive immune responses of the mammary gland through cellular and humoral activities. Substantial research has been carried out on the effect of selenium (Se) on the immune function of the mammary gland and subsequent improvement in bovine udder health and mastitis control. Levels higher than current recommendations and Se-yeast can potentially be used to enhance our capacity to modulate the physiological mechanisms of the bovine mammary gland to respond to infection. This article provides an overview of the most recent research in this field.