The aim of this study was to evaluate the effect of nano-selenium (NS) and yeast–selenium (YS) supplementation on feed digestibility, rumen fermentation, and urinary purine derivatives in sheep. Six male ruminally cannulated sheep, average 43.32±4.8 kg of BW, were used in a replicated 3×3 Latin square experiment. The treatments were control (without NS and YS), NS with 4 g nano-Se (provide 4 mg Se), and YS with 4 g Se-yeast (provide 4 mg Se) per kilogram of diet dry matter (DM), respectively. Experimental periods were 25 days with 15 days of adaptation and 10 days of sampling. Ruminal pH, ammonia N concentration, molar proportion of propionate, and ratio of acetate to propionate were decreased (P<0.01), and total ruminal VFA concentration was increased with NS and YS supplementation (P<0.01). In situ ruminal neutral detergent fiber (aNDF) degradation of Leymus chinensis (P<0.01) and crude protein (CP) of soybean meal (P<0.01) were significantly improved by Se supplementation. Digestibilities of DM, organic matter, crude protein, ether extract, aNDF, and ADF in the total tract and urinary excretion of purine derivatives were also affected by feeding Se supplementation diets (P<0.01). Ruminal fermentation was improved by feeding NS, and feed conversion efficiency was also increased compared with YS (P<0.01). We concluded that nano-Se can be used as a preferentially available selenium source in ruminant nutrition.