Selenium (Se) and fish oil (FO) exert anti-epidermal growth factor receptor (EGFR) action on tumors. This study aimed to compare the anti-cancer efficacy of EGFR inhibitors (gefitinib and erlotinib) alone and in combination with nutritional supplements of Se/FO in treating lung cancer. Lewis LLC1 tumor-bearing mice were treated with a vehicle or Se/FO, gefitinib or gefitinib plus Se/FO, and erlotinib or erlotinib plus Se/FO. The tumors were assessed for mRNA and protein expressions of relevant signaling molecules. Untreated tumor-bearing mice had the lowest body weight and highest tumor weight and volume of all the mice. Mice receiving the combination treatment with Se/FO and gefitinib or erlotinib had a lower tumor volume and weight and fewer metastases than did those treated with gefitinib or erlotinib alone. The combination treatment exhibited greater alterations in receptor signaling molecules (lower EGFR/TGF-β/TβR/AXL/Wnt3a/Wnt5a/FZD7/β-catenin; higher GSK-3β) and immune checkpoint molecules (lower PD-1/PD-L1/CD80/CTLA-4/IL-6; higher NKp46/CD16/CD28/IL-2). These mouse tumors also had lower angiogenesis, cancer stemness, epithelial to mesenchymal transitions, metastases, and proliferation of Ki-67, as well as higher cell cycle arrest and apoptosis. These preliminary results showed the Se/FO treatment enhanced the therapeutic efficacies of gefitinib and erlotinib via modulating multiple signaling pathways in an LLC1-bearing mouse model.