Salinity stress is a major threat to crop growth and productivity. Millets are stress-tolerant crops that can withstand the environmental constraints. Foxtail millet is widely recognized as a drought and salinity-tolerant crop owing to its efficient ROS scavenging mechanism. Ascorbate peroxidase (APX) is one of the reactive oxygen species (ROS) scavenging enzymes that leads to hydrogen peroxide (H2O2) detoxification and stabilization of the internal biochemical state of the cell under stress. This inherent capacity of the APX enzyme can further be enhanced by the application of an external mitigant. This study focuses on the impact of salt (NaCl) and selenium (Se) application on the APX enzyme activity of foxtail millet using in silico and in-vitro techniques and mRNA expression studies. The NaCl was applied in the concentrations, i.e., 150 mM and 200 mM, while the Se was applied in 1 μM, 5 μM, and 10 μM concentrations. The in silico studies involved three-dimensional structure modeling and molecular docking. The in vitro studies comprised the morphological and biochemical parameters, alongside mRNA expression studies in foxtail millet under NaCl stress and Se applications. The in silico studies revealed that the APX enzyme showed better interaction with Se as compared to NaCl, thus suggesting the enzyme-modulating role of Se. The morphological and biochemical analysis indicated that Se alleviated the NaCl (150 mM and 200 mM) and induced symptoms at 1 µM as compared to 5 and 10 µM by enhancing the morphological parameters, upregulating the gene expression and enzyme activity of APX, and ultimately reducing the H2O2 content significantly. The transcriptomic studies confirmed the upregulation of chloroplastic APX in response to salt stress and selenium supplementation. Hence, it can be concluded that Se as a mitigant at lower concentrations can alleviate NaCl stress in foxtail millet.