To explore the efficiency of selenium (Se) fertilizer application in dryland maize, we tested five Se fertilizer application treatments: 0 g ha⁻¹ (Se0), 75 g ha⁻¹ (Se1), 150 g ha⁻¹ (Se2), 225 g ha⁻¹ (Se3), and 300 g ha⁻¹ (Se4). Compared with Se0, Se2 increased the leaf area, chlorophyll content, internode length, plant height, and ear height by 7.95%, 3.20%, 13.19%, 1.89%, and 7.98%, respectively. Se2 and Se3 significantly affected the stem internode diameter, cortex thickness, and cellulose content, which were positively correlated with lodging resistance. Compared with Se0, Se3 promoted the contents of soluble sugar, crude protein, crude fat, and starch in grains, which increased by 9.48%, 6.59%, 1.56%, and 4.82%, respectively. It implies that maize grain application of Se significantly improves their Se content. Se1 did not observably influence the growth of maize, and the promoting effect of Se4 on maize decreased. The lodging resistance of maize as analyzed by Pearson correlation analysis correlated with the application of Se fertilizer. It proved that higher yield, grain quality, grain Se content, and lodging resistance of stems were concerned with Se fertilizer application in the range of 150–225 g ha⁻¹. The results provide useful information for Se fertilizer treatment in dryland maize.