Forty-two 7-mo-old Australian Merino wethers were used in a 50-d trial to investigate the effects of Se and vitamin E on the performance and physiological responses of heat-stressed sheep. Sheep were exposed to thermoneutral conditions (maximum = 24°C and minimum = 20°C) for 28 d followed by heat (maximum = 38°C and minimum = 28°C) for 22 d. Hot conditions were imposed between 0700 and 1800 h. Sheep were randomly allocated to diets containing 0.8 mg/kg Se (Sel-Plex), 150 mg/kg vitamin E, or 0.8 mg/kg Se and 150 mg/kg vitamin E for either the duration of the study (50 d) or from d 1 of the hot period until the end of the study. A control group that received no supplemental Se and vitamin E for the duration of the study was included. Feed intake was measured daily and sheep were weighed weekly. Blood samples were collected from all sheep before feeding on d 1, 21, and 49 for measurement of biochemical and enzymatic variables. The concentration of Se was determined in offered and refused feed, feces, urine, water, plasma, liver, and kidneys. Exposure to heat reduced ( < 0.05) DMI by 11.9%, ADG by 198 g, serum concentration of urea nitrogen and Se by 17.8%, and plasma total antioxidant status by 26.4%. During hot conditions, sheep receiving Se and vitamin E supplements for 50 d had reduced ( < 0.05) BW loss and elevated G:F compared to control sheep. Serum Se concentration and the plasma total antioxidant status were greatest in sheep receiving Se and vitamin E supplements for 50 d ( < 0.05). These results indicate that dietary supplementation with Se and vitamin E reduces the adverse effects of a high heat load. Additional studies are warranted to elucidate the mechanisms responsible for these effects.