Autoimmune thyroid disease (AITD), including Graves’ disease (GD) or Hashimoto’s thyroiditis (HT), occurs due to genetic susceptibility and environmental factors, among which the role of stressful events remains controversial. This study investigated the relationship between the number and impact of stressful life events in AITD patients with selenium status, and the Th1/Th2/Th17 immune response. The study population included three groups: HT (n = 47), GD (n = 13), and a control group (n = 49). Thyroid function parameters, autoantibody levels, and the plasma levels of cytokines, selenium, selenoprotein P (SeP), and glutathione peroxidase 3 (GPx) activity were measured. Participants filled out the Life Experiences Survey. No significant differences in the number of stressful life events were found among the patients with HT, GD, and the controls. A higher (median (interquartile range)) negative stress level (8 (4–12)) than a positive stress level (3 (1–9)) was found in the HT group. The HT group showed a correlation between SeP and the positive stress level: rs = −0.296, p = 0.048, and the GD group between GPx and the negative stress level (rs = −0.702, p = 0.011). Significant positive correlations between thyroid peroxidase antibody level and the total number of major life events (p = 0.023), the number of major life events in the last 7–12 months, and the number of major life events with no impact and a negative stress level were found. We suggest that the measurements of Th2-related cytokines and selenoproteins could be used as biomarkers for the development of AITD in cases where stress is considered a component cause of the pathogenic mechanism of the disease.