The effect of selenium supplementation of feed on the Se content in bovine milk, whey and plasma, and on the distribution of Se, Zn and Cu in whey and plasma was investigated. In a cross-over study two groups of cows were given a basal feed with 0·16 ppm selenite (approx. 3 mg Se/d) with or without 25 mg yeast Se/d for 2 weeks. In the supplemented group the Se content increased 10-fold in milk, 10-fold in whey and 2-fold in plasma, and after the cessation of the supplementation, selenium in milk decreased with a calculated half-life of 3·5 d. In another experiment, two groups of cows were given either 100 mg yeast Se/d for 1 week or only the basal feed. The increase in Se content in both whole and defatted milk was 40–50-fold, and in whey it was approx. 20-fold. Size-exclusion chromatography of whey using inductively coupled plasma mass spectrometry for detection showed that supplementation increased the proportion of Se in the β-lactoglobulin-α-lactalbumin fraction. Distribution of Cu and Zn was essentially unaffected. In plasma, supplementation increased the Se content in all major Se fractions like selenoprotein P, albumin and low-molecular-weight compounds, but the distribution profiles of Zn and Cu underwent no major changes. The study showed for the first time the rapid kinetics of the Se increase and decrease in milk after the initiation and cessation of supplementation, respectively, and the preferential appearance of Se in the β-lactoglobulin-α-lactalbumin fraction of whey. Milk highly enriched in selenium will be a useful tool for different research purposes.