In this study, we aimed to determine the amount of Se transferred to milk and blood of mid- to late-lactation dairy cows when supplemental Se from hydroxy-selenomethionine (OH-SeMet) was fed compared with an unsupplemented group and a group supplemented with a seleno-yeast (SY). Twenty-four lactating Holstein cows (178 ± 43 d in milk) were used in a complete randomized block design for 91 d (7-d covariate period and 84-d treatment period). Treatments were (1) basal diet with an analyzed Se background of 0.2 mg of Se per kg as-fed (control); (2) basal diet + 0.3 mg of Se/kg as-fed from SY (SY-0.3); (3) basal diet + 0.1 mg of Se/kg as-fed from OH-SeMet (OH-SeMet-0.1); and (4) basal diet + 0.3 mg of Se/kg as-fed from OH-SeMet (OH-SeMet-0.3). During the trial, plasma and milk were analyzed for total Se, and plasma was analyzed for glutathione peroxidase activity. The mean plasma and milk Se concentrations exhibited the same relationship, where OH-SeMet-0.3 resulted in the highest values (142 µg/L of plasma and 104 µg/kg of milk), followed by SY-0.3 (134 µg/L and 85 µg/kg), OH-SeMet-0.1 (122 µg/L and 67 µg/kg), and the control group had the lowest values (120 µg/L and 50 µg/kg). The increment of Se in milk induced by OH-SeMet-0.3 (+54 µg/kg) was 54% higher than that induced by SY-0.3 (+35 µg/kg). Additionally, dietary supplementation of 0.2 mg/kg Se from OH-SeMet in the total mixed ration was estimated to be similar to 0.3 mg/kg Se from SY in the total mixed ration when considering the level of Se in the milk. There was no difference in plasma glutathione peroxidase activity between groups; however, OH-SeMet-0.3 significantly decreased somatic cell count. The results confirmed that supplementation with organic Se increases milk and plasma Se concentrations. Moreover, when administered at the same level of supplementation, OH-SeMet was shown to be more efficient than SY in improving milk quality by increasing Se content and decreasing milk somatic cell count.