Premise of the research-Selenium (Se) has become an element of interest to many biologists because of its physiological and toxicological importance. The identification of effective Se dose and application method is crucial for better understanding of Se role in crop plants under drought stress. The present study, therefore, was planned to evaluate the response of water-stressed wheat (Triticum aestivum L.) to exogenous Se supply. The study was carried out at the Department of Crop Physiology, University of Agriculture, Faisalabad-Pakistan and Stress Physiology Laboratory, Salinity and Environmental Division, Nuclear Institute for Agriculture and Biology (NIAB), Faisalabad-Pakistan. Methodology-A series of laboratory, wire / greenhouse, lysimeter and field experiments were conducted for this study. In laboratory experiments, fifteen local wheat genotypes were screened out for their response to PEG-6000 induced water stress of -0.5 MPa at germination and seedling stage. Wire / greenhouse experiments were conducted using one drought tolerant (Kohistan-97) and one sensitive (Pasban-90) genotype, selected from laboratory experiments, to determine appropriate rates for three methods viz. seed priming (75 μM), fertigation (7.35 μM) and foliar spray (7.06 μM) of Se helpful in improving drought tolerance in wheat plants subjected to water stress at seedling stage. The optimum rates determined in screen house experiments of each method of Se application were tested for appropriate method and application time (vegetative or reproductive growth stage) in lysimeter and field experiments. Pivotal results-Drought stress significantly reduced growth, water relations, gas exchange and yield attributes of both wheat genotypes. However, exogenous Se supply was observed to be helpful in improving the drought tolerance potential and yield through maintenance of turgor, increased accumulation of osmolytes and enhancement in enzymatic activity of water- stressed wheat plants. The supplemental Se supply significantly improved Se and potassium (K) concentration in shoot and grain, whereas phosphorous (P), magnesium (Mg), zinc (Zn), iron (Fe) and calcium (Ca) contents in shoot were reduced by Se supply. The grain Mg and Fe concentration increased while grain P concentration reduced by exogenous Se supply. Non-significant effect of Se supply was recorded on grain Zn concentration. Conclusion- The cultivation of drought tolerant wheat genotypes is essential to obtain economical crop yield under water stress conditions as wheat genotype Kohistan-97 (drought tolerant) was more successful in the maintenance of physiological, biochemical and yield attributes than Pasban-90 (drought sensitive). Selenium application through fertigation @ 7.35 μM and foliar spray @ 7.06 μM at tillering stage was found effective under both normal and water deficit conditions.