Lung cancer is a malignant tumor with high mortality and drug resistance. Therefore, it is urgent to explore natural and nontoxic drugs to treat lung cancer. In this study, the natural active ingredient AANL extracted from Agrocybe aegirita was used to modify nanoselenium by an oxidation–reduction method. Transmission electron microscope detection and infrared spectroscopy showed that a novel selenium nanocomposite named AANL-SeNPs was successfully prepared. The results of nanoscale characterization showed that AANL-SeNPs had good stability and uniform dispersion in aqueous solution by zeta potential and spectrum analysis. At the cellular level, we found that AANL-SeNPs significantly inhibited the cell viability of lung cancer cells, and the cell inhibition rate of 60?nM AANL-SeNPs was 39?% in H157 cells, 67?% in H147 cells, and 62?% in A549 cells. The IC50 value of AANL-SeNPs was 51.85?nM in A549 cells and 81.57?nM in H157 cells. Moreover, AANL-SeNPs could inhibit the cell proliferation and migration, and enhance the sensitivity of lung cancer cells to osimertinib and has no toxic to normal cells. In vivo, AANL-SeNPs significantly slowed tumor growth in tumor-bearing mice by establishing a subcutaneous transplantation tumor model for lung cancer, and the tumor size was smaller and was reduced about 79?% in 2?mg/kg AANL-SeNPs group compared with PBS group. Mechanistically, a total of 38 differentially expressed proteins were identified by data-independent acquisition mass spectrometry. A significantly upregulated protein, CDC-like kinase 2 (CLK2), was screened and validated for further analysis, which showed that the expression levels of CLK2 were increased in H157 and H1437 cells after AANL-SeNPs treatment. The results obtained in this study suggest that a novel selenium nanocomposite AANL-SeNPs, which inhibits lung cancer by upregulating the expression of CLK2.