Previously, we reported that feeding selenium (Se)-enriched forage improves antibody titers in mature beef cows, and whole-blood Se concentrations and growth rates in weaned beef calves. Our current objective was to test whether beef calves fed Se-enriched alfalfa hay during the transition period between weaning and movement to a feedlot also have improved immune responses and slaughter weights. Recently weaned beef calves (n = 60) were fed an alfalfa-hay-based diet for 7 weeks, which was harvested from fields fertilized with sodium selenate at 0, 22.5, 45.0, or 89.9 g Se/ha. All calves were immunized with J-5 Escherichia coli bacterin. Serum was collected for antibody titers 2 weeks after the third immunization. Whole-blood neutrophils collected at 6 or 7 weeks were evaluated for total antioxidant potential, bacterial killing activity, and expression of genes associated with selenoproteins and innate immunity. Calves fed the highest versus the lowest level of Se-enriched alfalfa hay had higher antibody titers (P = 0.02), thioredoxin reductase-2 mRNA levels (P = 0.07), and a greater neutrophil total antioxidant potential (P = 0.10), whereas mRNA levels of interleukin-8 receptor (P = 0.02), L-selectin (P = 0.07), and thioredoxin reductase-1 (P = 0.07) were lower. In the feedlot, calves previously fed the highest-Se forage had lower mortality (P = 0.04) and greater slaughter weights (P = 0.02). Our results suggest that, in areas with low-forage Se concentrations, feeding beef calves Se-enriched alfalfa hay during the weaning transition period improves vaccination responses and subsequent growth and survival in the feedlot.