Selenium (Se) is a vital micronutrient for the growth and development of organisms; however, its deficiency and toxicity pose worldwide challenges. Herein, we investigated the absorption, accumulation effect, and distribution of Se in silkworms, and tested the effect of Se feeding on the antioxidant indexes of silkworm haemolymph. Results showed that low concentrations of Se (50 μM and 100 μM) significantly increased the enzyme activities of catalase, glutathione peroxidase, glutathione S-transferase and superoxide dismutase in the silkworm haemolymph compared to control and 200 μM group. In addition, metabonomic analysis could reveal the metabolic changes in silkworm haemolymph after treatment with different concentrations (50 μM, and 200 μM) of Se. Compared to un-treatment group, the amount of 90 metabolites in both of 50 μM and the 200 μM Se-treated groups displayed significant differences, with 50 up-regulated and 40 down-regulated in 50 μM group, 36 up-regulated and 54 down-regulated in 200 μM group, respectively. The main different metabolites were amino acids, carbohydrates, lipids, nucleotide metabolites and their derivatives. These results suggest that Se could affect the carbohydrate metabolism in silkworms. The difference in metabolites was subject to different changes under different concentrations of Se and consequently altered their metabolic functions to meet the required energy demands under the Se toxic stress conditions.