Studies have shown that vitamin E and selenium possess antiproliferative effects against prostate cancer (PCa). However, results from the Selenium and Vitamin E Cancer Prevention Trial (SELECT) suggest that vitamin E (α-tocopheryl acetate; 400 mg) and/or selenium (L-selenomethionine; 200 μg) were ineffective against PCa in humans. It is arguable that the selected dose/formulation of vitamin E/selenium were not optimal in SELECT. Thus, additional studies are needed to define the appropriate formulations/dose regimens of these agents. Here, we investigated the effect of methaneseleninic acid (MSA; 41 µg/kg) and/or γ-tocopherol (γT; 20.8 mg/kg or 41.7 mg/kg) in Nu/J mice implanted with 22Rν1 tumors. MSA (41 µg/kg) and γT (20.8 mg/kg) combination was most consistent in imparting anti-proliferative response; resulting in a significant decrease in i) tumor volume/weight, ii) serum PSA, and iii) Ki-67 immunostaining. Further, we observed i) an upregulation of pro-apoptosis Bax and a down-regulation of the pro-survival Bcl2, and ii) an increase in pro-apoptosis Bad. Furthermore, the combination resulted in a modulation of apolipoprotein E, selenoprotein P and Nrf2 in a fashion that favors antiproliferative responses. Overall, our study suggested that a combination of MSA and γT, at lower dose regimen, could be useful in PCa management.