To prolong the shelf life of Se-rich rainbow trout, the fillets of Se-rich Oncorhynchus mykiss were respectively immersed into three antioxidant solutions of bamboo leaves (AOBS, 0.5%, 1.0%, and 1.5%), then coated using whey protein isolate solution (WPIS). The fillets coated were stored at 4 °C for 1, 4, 7, 10, and 13 d after the surface moisture was dried. The pH, TVB-N, and K values, total viable count (TVC), and total psychrophilic bacterial count (TPC) were measured, as well as moisture content and moisture state, to investigate the effect of coating on quality attributes of Se-rich O. mykiss during cold storage. The results showed that as cold storage time prolonged, the pH, TVB-N, and K values, TVC, and TPC of fillets significantly increased, while the moisture content significantly decreased (P<0.05). Besides, the bound water/immobilized water was transferred to free water. The pH, TVB-N, and K values, TVC, and TPC of fillets for 1.0% AOBS+WPIS group were lower than those for the other groups, as well as the percentage of bound water/immobilized water was transferred to free water, while the moisture content was higher than that of the other groups. These results suggested that the combination of whey protein isolate and antioxidant of bamboo leaves significantly enhanced the fresh-keeping effect of whey protein isolate coating, inhibited the quality deterioration and prolonged the shelf life of Se-rich O. mykiss. Furthermore, according to TVB-N and K values and TVC, 1.0% AOBS+WPIS group could prolong the shelf life 3 days for Se-rich rainbow trout at cold storage. The results can provide scientific reference for the low-temperature storage of Se-rich O. mykiss.