Sleep deprivation (SD) has been revealed to provoke anxiety-like behavior. Phytochemicals and nanotechnology-based interventions have emerged as promising alternatives due to their pleiotropic activity and enhanced bioavailability. Here we investigated the effect of sodium selenite, Epigallocatechin-3-gallate (EGCG), and EGCG–Selenium nanoparticles (SeNPs) on SD-provoked cortical impairment and tried to recognize the possible underlying mechanisms in addition to in silico analysis of EGCG. SD was provoked in rats utilizing a modified multiple platform model. We performed an in silico analysis of EGCG docked on Bcl2 and MMP2. Forty animals were divided into five groups of eight animals each: animals were given saline orally for 8 days (control); animals were given saline orally for 8 days, and on day 7 animals were exposed to 24 h of SD (24 h SD); animals were given Na2SeO3 orally with 0.5 mg/kg/day for 8 days, and on day 7 animals were exposed to 24 h of SD (24 h SD/Na2SeO3); animals were given 100 mg/kg/day EGCG orally for 8 days, and on day 7 animals were exposed to 24 h of SD (24 h SD/EGCG); animals were given SeNPs biosynthesized using EGCG and 0.5 mg/kg/day orally for 8 days, and on day 7 animals were exposed to 24 h of SD (24 h SD/EGCG-SeNPs). Behavioral tests were performed, including the sucrose preference test and the open-field test. Neurotransmitters (norepinephrine, serotonin, and dopamine), monoamine oxidase, ACh, GABA, AChE, neurotropic and glial markers (BDNF and GFAP), as well as neuro-inflammatory, oxidative stress, and apoptotic markers were assessed. Interestingly, sodium selenite, EGCG, and EGCG-SeNP employment mitigated cognitive functions and cortical histopathological alterations in SD-subjected rats. These potential impacts elicited by sodium selenite, EGCG, and EGCG-SeNPs may be related to their impact of elucidating corticosterone increase, cortical neurotransmitter decrease, and neurotropic and glial markers alterations, while also inhibiting the inflammatory and apoptotic axis and upregulating Nrf2 antioxidant cascade. These results prove the neuroprotective potential of sodium selenite, EGCG, and EGCG-SeNPs, especially EGCG-SeNPs in sleep deprivation-subjected rats by ameliorating cortical neuroinflammation, prooxidant alterations, and apoptotic events likely caused by modulating the NOS-2/Nrf2 axis.