Tibetan gazelle (Procapra picticaudata) is an endangered ungulate in the Qinghai–Tibet Plateau, China. This study aimed to determine the influence of nano-Se on antioxidant system in Se-deprived P. picticaudata. We analyzed contents of mineral elements in soil, forage, and animal tissue. Blood parameters and antioxidant indexes were also determined. The results showed that Se concentrations in the soil and forage from affected pasture were significantly lower than those in healthy area (P < 0.01). Se concentrations in blood and hair from affected P. picticaudata were also significantly lower than those in healthy animals (P < 0.01). Meanwhile, the levels of Hb, RBC, and PCV in affected gazelle were significantly lower than those in healthy animal (P < 0.01). The activities of AST, ALT, LDH, CK, and UA content in affected animal were significantly lower than those in healthy gazelles (P < 0.01). The levels of SOD, GSH-Px, CAT, and T-AOC in serum were significantly lower and the MDA content was significantly higher in affected compared with healthy gazelle (P < 0.01). Affected P. picticaudata were treated orally with nano-Se, Se concentration in blood significantly increased and serum antioxidant indexes greatly returned to within the healthy range. Consequently, nano-Se could not only markedly increase the Se content in blood in Se-deprived P. picticaudata but also much improves the antioxidant capacity.