Stress is a state of threatened cellular homeostasis which results in free radical generations and subsequent oxidative damage. The aim of this study was to evaluate the effect of selenium on restraint stress-induced oxidative damage in hippocampus, striatum and frontal cortex. Rats were pre-treated with sodium selenite (0.3 mg/kg; intraperitoneally) for 15 days and divided into six groups (n = 8). Rats were then subjected to restraint stress for 1 h and 4 h. Lipid peroxidation, glutathione (GSH) and activities of antioxidant enzymes viz. selenium-dependent glutathione peroxidase (Se-GPx), glutathione reductase (GR), glutathione S-transferase (GST) and catalase were evaluated in the frontal cortex, striatum and hippocampus. Restraint stress-induced for 1 h and 4 h caused a significant decrease (P < 0.001) in intracellular GSH content and the activity of Se-GPx, GR, GST and catalase with a significant increase (P < 0.001) in the level of lipid peroxidation in all 3 regions of the brain. Selenium pre-treatment exhibited restoration of antioxidant enzymes activity, GSH content and decrease in the level of lipid peroxidation in hippocampus, striatum and frontal cortex in both 1 h and 4 h restraint stress groups. Protective effect of selenium pre-treatment was found to be more pronounced in 4 h restraint stress group as compared to 1 h restraint stress group. Selenium per se had no effect on GSH, lipid peroxidation level or activities of antioxidant enzymes in hippocampus, striatum and frontal cortex. In conclusion, selenium pre-treatment protected the brain against restraint stress-induced oxidative damage at 4 h in hippocampus, striatum and frontal cortex.