A 56-day feeding experiment was carried out to investigate the influences of dietary organic selenium (OS) on the growth, body composition, serum biochemistry, stress responses, and immune indices of Nile tilapia reared under sub-optimal temperature. Fish (5.61 ± 0.5 g) were allotted in seven experimental groups (5 replicates per each) and fed on a basal diet supplemented with 0.0 (CTR), 0.1, 0.2, 0.3, 0.4, 0.5, and 0.6 mg OS/kg diet and reared under temperature ranged 21.50 ± 0.50 °C. Final body weight, weight gain, and specific growth rate were significantly increased in OS groups compared to the CTR group. Moreover, the feed conversion ratio was significantly decreased in OS groups, especially at fish groups fed 0.3–0.6 mg OS/kg diet compared to the other groups. The lowest survival rate (%) was found in OS groups between 0.0 and 0.2 mg/kg diet. A significant increase in the crude protein (%) and dry matter (%) in OS groups alongside a significant decrease in the ash (%) compared to the CTR group. Blood proteins (total protein, albumin, and globulin), reduced glutathione, immunoglobulin M, and complement C3 values alongside the serum lysozyme and catalase activities were significantly increased compared to the CTR group. Contrarywise, serum transaminases (alanine transaminase and aspartate transaminase), cortisol, urea, and creatinine values were significantly decreased in OS groups than the CTR group. No significant differences were noticed in the mRNA transcripts of the hepatic heat shock protein 70 among all experimental groups. Meanwhile, significant differences were observed in the mRNA transcripts of hepatic heat shock protein 27, superoxide dismutase, and glutathione peroxidase genes among all experimental groups. The second order polynomial regressions illustrated that the optimal inclusion OS level in diets for Nile tilapia reared under sub-optimal temperature is 0.36–0.39 mg/kg diet based on weight gain and cortisol levels, respectively. Conclusively, the present study exemplified that dietary inclusion with 0.36–0.39 mg OS/kg diet improved the growth, immunity and modulate the stress responses in Nile tilapia reared under sub-optimal temperature.