This study focused on the effects of dietary selenium deficiency on structural integrity of the head kidney, spleen and skin in young grass carp (Ctenopharyngodon idella). A total of 540 healthy grass carp (mean weight 226.48 ± 0.68 g) were randomly divided into six groups and fed six separate diets with graded dietary levels of selenium (0.025–1.049 mg/kg diet) for 80 days. Results showed that selenium deficiency (1) caused oxidative damage in part by reducing the activities of antioxidant enzymes (such as SOD, CAT, GPx, GST and GR) and glutathione (GSH) content, down-regulating the transcript abundances of antioxidant enzymes (except GSTp1) partly related to Kelch-like-ECH-associated protein 1a (Keap1a)/NF-E2-related factor 2 (Nrf2) signalling; (2) aggravated apoptosis in part by up-regulating the mRNA levels of caspase-2, -3, -7, -8 and -9, which were partially related to p38MAPK/FasL/caspase-8 signalling and JNK/(BAX, Bcl-2, Mcl-1b, IAP)/(Apaf1, caspase-9) signalling; (3) damaged the tight junctions in part by down-regulating the mRNA levels of ZO-1 (except spleen), ZO-2 (except spleen), claudin-c, -f, -7, -11 and claudin-15, and up-regulating the mRNA levels of claudin-12, which were partially related to myosin light chain kinase (MLCK) signalling. Interesting, selenium deficiency failed to affect the expression of GSTp1, Keap1a, occludin, claudin-b, claudin-3c, ZO-1 (spleen only) and ZO-2 (spleen only) in the head kidney, spleen and skin of grass carp. Finally, based on the activities of glutathione peroxidase (GPx) and reactive oxygen species (ROS) content in the head kidney, spleen and skin, the dietary selenium requirements for young grass carp were estimated to be 0.558–0.588 mg/kg diet.