Selenium (Se), a trace element, is vital for the maintenance of cellular redox balance, thyroid hormone metabolism, inflammation, and immunity. Aeromonas hydrophila (A. hydrophila) is a common Gram-negative conditional pathogenic bacterium in fish culture, posing a serious threat to intensive aquaculture. Our study investigated the influence of dietary Se on the intestinal immune function of grass carp (Ctenopharyngodon idella) and the related regulatory mechanisms. The 2160 healthy juvenile grass carp (9.76 ± 0.005 g) were randomly assigned to 6 test groups of 6 replicates each, and fed graded selenomethionine (0.05, 0.20, 0.40, 0.61, 0.77, 0.98 mg Se/kg diet) for 70 days and then injected with A. hydrophila for a 6-day attack test. The results indicated that appropriate Se levels (0.40 mg/kg diet) alleviated intestinal damage caused by A. hydrophila and increased intestinal immune substances C3 and C4 levels as well as the activity of acid phosphatase (ACP) and lysozyme (LZ) (P > 0.05). Appropriate levels of Se (0.40 mg/kg-0.61 mg/kg diet) decreased intestinal pro-inflammatory cytokines (IFN-γ2, IL-6, IL-12p35, IL-17 A F and IL-17D) mRNA levels (P > 0.05) and increased intestinal anti-inflammatory factors (TGF-β1, IL-4/13A, IL-4/13B, IL-10 and IL-22) mRNA levels (P > 0.05) in juvenile grass carp. Further studies revealed that Se (0.40 mg/kg-0.61 mg/kg diet) inhibited intestinal endoplasmic reticulum stress (ERS)-related signaling pathway. Furthermore, we found that appropriate levels of Se (0.40 mg/kg-0.61 mg/kg diet) inhibited intestinal autophagy in juvenile grass carp, which may be related to ULK1, Beclin 1, ATG5, ATG12, LC3, and P62. In conclusion, appropriate levels of Se can alleviate intestinal inflammation and inhibit ERS and autophagy in juvenile grass carp. A quadratic regression analysis of intestinal ACP and LZ also indicated that the Se requirements of juvenile grass carp were 0.59 and 0.51 mg/kg, respectively.