Nano-minerals are used to enhance mineral bioavailability, which helps improve animal growth and health. The use of chemical nano-selenium (Che-SeNPs) has lately attracted great scientific interest, mainly due to its potential benefits for poultry. The current study was conducted to investigate the impact of the dietary supplementation of Che-SeNPs on the growth performance, carcass traits, blood constituents, antioxidant status, immunity, and gut microbiota of Japanese quails. A total of one week-old 180 Japanese quails were randomly distributed into four equal groups, and each group consisted of 45 unsexed birds with five replications (nine birds each). The first group was fed a basal diet without supplementation (0 g/kg Che-SeNPs), and the second, third, and fourth groups were fed diets containing 0.2, 0.4, and 0.6 g/kg Che-SeNPs, respectively. The results showed that the dietary supplementation of Che-SeNPs significantly (p < 0.0001) increased body weight, body weight gain, and feed conversion ratio, but decreased feed intake (p < 0.0001) compared to the control group. The highest values of growth performance were recorded in the group fed 0.4 g Che-SeNPs g/kg feed. Che-SeNPs levels did not affect the carcass traits, relative organs (except liver), or blood hematology (except platelet count and hemoglobin level) of quails. Plasma total protein, albumin, aspartate amino transferase (AST), and urea values were not affected by dietary Che-SeNPs, but alanine aminotransferase and lactate dehydrogenase values declined. Globulin and creatinine values were linearly increased with the inclusion of Che-SeNPs (0.4 and 0.6 g/kg) in quail diets compared to the control. The supplementation of Che-SeNPs in quail diets significantly improved (p < 0.05) the plasma lipid profile and activities of antioxidant enzymes compared to the control group. Immunoglobulin G values of Che-SeNPs (0.4 and 0.6 g/kg) were higher (p < 0.05) than those in the control group. The groups fed diets supplemented with Che-SeNPs showed lower (p < 0.0001) total bacterial count, total yeast and molds count, Coliform, Escherichia coli, Enterococcus spp., and Salmonella spp. colonization, and higher (p = 0.0003 and 0.0048) lactic acid bacteria counts than those in the control group. In conclusion, Che-SeNPs supplemented up to 0.4 g/kg can improve the performance, lipid profile, antioxidant indices, and immunity, as well as decrease intestinal pathogens in quails during the fattening period (1–5 weeks of age).