Se is an essential micronutrient required for normal growth, development and antioxidant defence. The objective of the present study was to assess the impact of dietary Se sources and levels on the antioxidant status of rainbow trout (Oncorhynchus mykiss) fry. First-feeding fry (initial body weight: 91 mg) were fed either a plant- or fishmeal-based diet containing 0·5 or 1·2 mg Se/kg diet supplemented or not with 0·3 mg Se/kg diet supplied as Se-enriched yeast or sodium selenite for 12 weeks at 17°C. Growth and survival of rainbow trout fry were not significantly affected by dietary Se sources and levels. Whole-body Se was raised by both Se sources and to a greater extent by Se-yeast. The reduced:oxidised glutathione ratio was raised by Se-yeast, whereas other lipid peroxidation markers were not affected by dietary Se. Whole-body Se-dependent glutathione peroxidase (GPX) activity was enhanced in fish fed Se-yeast compared to fish fed sodium selenite or non-supplemented diets. Activity and gene expression of this enzyme as well as gene expression of selenoprotein P (SelP) were reduced in fish fed the non-supplemented plant-based diet. Catalase, glutamate–cysteine ligase and nuclear factor-erythroid 2-related factor 2 (Nrf2) gene expressions were reduced by Se-yeast. These results suggest the necessity to supplement plant-based diets with Se for rainbow trout fry, and highlight the superiority of organic form of Se to fulfil the dietary Se requirement and sustain the antioxidant status of fish. GPX and SelP expression proved to be good markers of Se status in fish.