Background Selenium is a trace element required for the functioning of the immune system. Neonatal sepsis is a serious condition leading to morbidity and mortality in neonates worldwide. The purpose of this study was to measure selenium and plasma selenoprotein P (SePP), selenoenzyme activity, and alterations in oxidant/antioxidant status with immune biomarkers in neonates with clinical (n = 27) and proven neonatal sepsis (n = 25). Methods Erythrocyte selenium and SePP; plasma lipid peroxidation (LP), protein oxidation and total antioxidant capacity and erythrocyte total glutathione (GSH) concentration; erythrocyte glutathione peroxidase (GPx), thioredoxin reductase (TrxR), catalase (CAT) and total superoxide dismutase (SOD) activity were measured spectrophotometrically/spectrofluorometrically. Plasma interleukin 2 and 6 were also measured. Results Erythrocyte selenium and SePP were markedly lower both in the clinical and proven sepsis groups versus control. Erythrocyte GPx activity was higher only in the clinical sepsis group. TrxR activity was markedly lower in proven sepsis. SOD activity and GSH were markedly higher both in clinical sepsis and in proven sepsis. CAT activity was significantly higher both in clinical sepsis and in proven sepsis. LP and protein oxidation were significantly higher in both of the sepsis groups. Conclusions Both selenium-dependent and selenium-independent blood redox systems were altered in sepsis, suggesting that sepsis causes an imbalance between cellular antioxidant and oxidant states.