Hydroxy-selenomethionine (HMSeBA) has been used as a novel organic selenium source. This study was to evaluate the efficiency of HMSeBA on the milk performance, antioxidant status and selenium concentrations in milk and plasma in mid-lactation dairy cows compared with sodium selenite (SS). Fifty mid-lactation dairy cows with the similar days in milk, milk yield and parity, received the same basal diet with the background Se concentration at 0.06 mg/kg DM. All animals were assigned to 5 treatments according to a completely randomized block design. The treatments were as follows: negative control (without Se supplementation, Control), sodium selenite supplementation (0.3 mg Se/kg DM, SS-0.3) or HMSeBA supplementation (0.1, 0.3 and 0.5 mg Se/kg DM for SO-0.1, SO-0.3 and SO-0.5, respectively). The experiment lasted for 10 weeks with a pre-trial period of 2 weeks. The results indicated that neither the Se supplementation nor Se source affected dry matter intake, lactation performance, milk composition and blood biochemical parameters except for the percentage of milk fat and milk fat yield. However, the SO-0.3 significantly increased the activity of glutathione peroxidase (GSH-Px), total antioxidant capacity (T-AOC) and superoxide dismutase (SOD) in the serum compared with SS-0.3 (P < 0.05). Furthermore, HMSeBA supplementation linearly improved the activity of serum GSH-Px and SOD, but decreased the content of MDA. Compared with the SS-0.3, the SO-0.3 significantly increased the concentrations of total Se in milk (22.6 vs. 50.95 µg/kg, P < 0.01) and plasma (82.87 vs. 101.75 µg/kg, P < 0.01), and total Se concentration ratio between milk and plasma (P < 0.01). In addition, increasing doses of HMSeBA elevated the concentrations of total selenium in the milk and plasma linearly (P < 0.01). The current study demonstrated that HMSeBA improved the antioxidant status and elevated the milk and plasma selenium concentrations more effectively than SS, indicating HMSeBA is an effective organic Se source for lactating dairy cows.