The aim of this study was to assess the concentration of Se and other minerals in sheep and the supplied feed. Four macrominerals (Ca, P, Mg, and S), 7 microminerals (Se, Fe, Zn, Cu, Mn, Co, and Mo), and 2 toxic minerals (Cd and Pb) were analyzed in 69 feed and 292 sheep blood samples from 30 farms in different regions of Kosovo. The samples were analyzed using inductively coupled plasma mass spectrometry, and mineral concentrations in whole blood were measured to assess their status in animals. Concentrations of the different minerals in feed were found in the following ranges: 1.9 to 9.5 g Ca/kg DM, 0.8 to 3.2 g P/kg DM, 0.8 to 3.2 g Mg/kg DM, 1.0 to 2.8 g S/kg DM, 6 to 82 μg Se/kg DM, 33 to 970 mg Fe/kg DM, 15 to 42 mg Zn/kg DM, 2.6 to 7.5 mg Cu/kg DM, 26 to 250 mg Mn/kg DM, 0.04 to 0.88 mg Co/kg DM, 0.05 to 0.86 mg Mo/kg DM, 0.07 to 2.02 mg Pb/kg DM, and 0.02 to 0.19 mg Cd/kg DM. Concentrations of the microminerals analyzed in whole blood were found in the following ranges: 15 to 360 μg Se/L, 190 to 500 mg Fe/L, 1.4 to 3.8 mg Zn/L, 0.3 to 2.6 mg Cu/L, 6 to 243 μg Mn/L, 0.1 to 19.6 μg Co/L, and 1.8 to 66.0 μg Pb/L. Among all minerals, the largest deficiency was found for Se both in feed and sheep blood, with 82% of feed samples and 83% blood samples being inadequate, and its supplementation is necessary. Selenium-supplemented sheep had significantly higher Se concentration in blood than non-supplemented sheep (P < 0.01). In addition, other macro- and microminerals in feed such as P, S, Cu, and Co were at inadequate concentrations at some of the farms, and supplementation may also be needed for these minerals.