Selenium (Se) is an important element required for the optimal functioning of the immune system. Particularly in macrophages, which play a pivotal role in immune regulation, Se acts as a major antioxidant in the form of selenoproteins to mitigate the cytotoxic effects of reactive oxygen species. Here we describe the role of Se as an anti‐inflammatory agent and its effect on the macrophage signal transduction pathways elicited by bacterial endotoxin, LPS. Our studies demonstrate that supplementation of Se to macrophages (Se‐deficient) leads to a significant decrease in the LPS‐induced expression of two important pro‐inflammatory genes, cyclooxygenase‐2 (COX‐2) and tumor necrosis factor‐α (TNF‐α) via the inhibition of MAP kinase pathways. Furthermore, Se‐deficiency in mice exacerbated the LPS‐mediated infiltration of macrophages into the lungs suggesting that Se status is a crucial host factor that regulates inflammation. In summary, our results indicate that Se plays an important role as an anti‐inflammatory agent by tightly regulating the expression of pro‐inflammatory genes in immune cells.