An experiment using 12 multiparous Holstein–Friesian cows was undertaken for 3 weeks in September–October 2008 to determine milk and blood selenium (Se) concentrations (surrogates for bioavailability) when Se-yeast was incorporated into pellets relative to providing unprocessed Se-yeast. The Se in the Se-yeast is principally in the form of seleno-methionine. Since the bioavailability of protein can be reduced by heat processing, it was hypothesised that the temperature and/or pressure conditions associated with commercial pelleting of concentrates would adversely influence the Se concentrations in milk and blood by reducing the bioavailability of Se in the animal compared with Se-yeast that had not been subjected to pelleting. The results clearly showed that pelleting conditions had no effect on concentrations of either milk or blood Se, thereby indicating that pelleting did not have an impact on the bioavailability of the Se in the animal.