To understand the effects of micronutrients have particular biological functions that are involved mainly in the antioxidant system, which has essential implications for the development of diseases, this study investigated how vitamin E, selenium, and their combination affect lipid, protein, carbohydrate, and malondialdehyde (MDA) content; antioxidant enzyme (catalase [CAT], superoxide dismutase [SOD], glutathione-S-transferase [GST]) activity; and the total hemocyte count (THC) in larvae of Galleria mellonella L. fed different diets. Diet 1 (100 µg of selenium) significantly decreased carbohydrate and lipid content. Diets 2 (100 µg of vitamin E), 3 (100 µg of selenium and vitamin E each), and 5 (Tween 80) did not significantly affect protein and carbohydrate content. Diet 2 significantly increased the lipid content compared to diet 4 (control). Diet 1 increased CAT, SOD, and GST activity and MDA content (highest at 27.64 nmol/mg protein). Diet 2 significantly decreased SOD activity and MDA content compared to other diets. Diet 1 significantly decreased the THC compared to other diets. These results suggested that selenium changes oxidative stress parameters, energy reserves, and THC in G. mellonella. These changes could be a physiological adaptation against selenium-induced oxidative stress. Vitamin E could play a protective role in selenium toxicity.