The aim of this study was to determine the effect of diet supplemented with selenized yeast (Se-yeast) on milk yield and milk composition of goats and expression of casein and mammary-gland-immune system genes in milk somatic cells (MSC). Twenty-four dairy goats in their second to fourth lactations were divided into control and experimental groups, balanced according to lactation number and breed (Polish White or Fawn Improved). Morning milk and blood samples were collected four times during lactation (on the 21st, 70th, 120th, 180th day after kidding). The control and experimental groups were fed diets with 0.7 mg inorganic Se/goat/day (sodium selenite) or 0.6 mg organic Se/goat/day (selenized yeast), respectively. Milk, fat and protein yields during lactation as well as average somatic cell count, fat, protein and lactose contents in milk were evaluated. Microelements in milk and blood serum and biochemical parameters in blood serum were determined at the beginning and the end of the experiment. The expression levels of the genes encoding αS1-casein (CSN1S1), αS2-casein (CSN1S2), κ-casein (CSN3), interleukin 8 (IL-8), serum amyloid A3 (SAA3), interleukin 1β (IL-1β), bactenecin 7.5 (BAC7.5), bactenecin 5 (BAC5), β2-defensin (GBD2), hepcidin (HAMP), chemokine 4 (CCL4), tumour necrosis factor α (TNFα), toll-like receptor 2 (TLR2), cathelicidin-7 (MAP34) and cathelicidin-6 (MAP28) were determined in MSC. Milk, fat, and protein yields were higher and somatic cell count (SCC expressed as natural logarithm) was lower in the milk of goats fed organic Se. The Se concentration in milk was twice as high in the organic vs. inorganic treatment groups at the end of the experiment, while there were no differences in studied biochemical parameters between groups. The transcript levels of CSN1S2 and BAC7.5 were higher and IL-8 was lower in MSC of Se-yeast treated groups. Such results may indicate better health status of mammary glands of goats treated with organic Se as well as positive impact of selenized yeast on the goat's milk composition. Differences in the IL-1β and IL-8 transcript levels were also noted between the stages of lactation, with the highest expression at the peak of lactation (day 70), highlighting the metabolic burden at this time. We concluded that the Se-yeast supplementation improved the productivity and health status of goats and could have significant economic impact on farmer's income.