Selenium (Se) is an essential micronutrient important to human and animal health. China is one of the countries experiencing serious Se deficiency. Our previous study found feed Se supply could improve Se content in milk. In the present study, the effects of milk Se additives; that is, Se-Met and Se-Yeast, on raw milk and cheese Se content, Se transformation in milk, blood, urine and feces, and antioxidant activity of cheese after 2 mo storage were compared. Three groups of 24 multiparous Jersey cows in mid-lactation were selected in local dairy farm. The first group as control received the basal diet; the second group received the basal diet with Se-Met (0.3 mg Se/kg DM), and the third group received the basal diet with Se-Yeast (0.3 mg Se/kg DM). After 2 mo feeding, milk Se content in the Se-Met group (76.5 µg/L) was higher than in the Se-Yeast group (59.5 µg/L). Se content in milk, blood, urine and feces were also compared, both Se-Met and Se-Yeast group was significantly higher than control. For the milk Se transformation, the Se-Met group (9.58%) is higher than Se-Yeast (8.45%) and control (7.91%). Using this Se-enrich milk make mozzarella cheese, a relatively high Se content was found in the Se-Met Mozzarella cheese (488 µg/kg) and Se-Yeast (415 µg/kg) than control (272 µg/kg). Antioxidant activity of cheese was evaluated by DPPH and reducing powder. For both index, Se-enriched cheeses showed higher values than control, whereas a similar result was found between Se-Met and Se-Yeast. Results of this study showed that both Se-Met and Se-Yeast supplementations could improve Se content in Jersey milk and cheese. The antioxidant activity of the Se-enriched cheese also improved, which may be of importance for human health.