The striker who left Leipzig in the summer to join the Old Lady, stole the show with two classy finishes either side of a Salomon Kalou header which saw the visitors go into a 3-0 lead, even though Jordan Torunarigha was shown a straight red card in the eighth minute of the game.
The hosts managed to rally late on with goals from Willi Orban and Marcel Halstenberg reducing the score to 3-2 but the visitors hung on for a very important victory heading into the winter break.
Selke gave the visitors the perfect start against his former employers
Despite making a really good and positive start to the game, the hosts found themselves behind in the sixth minute when the visitors struck with their first attack.
Selke, on his return against his former side, netted a fantastic strike from inside the box after Alexander Esswein found the striker with a lovely pass from the wing.
The Old Lady were reduced to ten men in the eighth minute
Two minutes after going in front though the visitors were reduced to ten men when Torunarigha brought down Timo Werner, who was through on goal and with it being the last man, referee Frank Willenborg showed the defender a straight red just eight minutes into the game.
Despite being down to ten men though the visitors were comfortable as the hosts really struggled to break them down and just after the half hour mark, the visitors got a second goal.
Kalou gave the visitors a 2-0 lead at half-time despite them being down to ten men
Kalou was the man this time to net for the Old Lady after meeting a great cross from Valentino Lazaro with his head and the ball flew into the top corner of the net to really give the visitors something to hang onto.
The second goal finally brought a response from the hosts as they started to finally create chances and they almost got a goal back when Diego Demme, on as a first-half substitute, hit a great shot from the edge of the box which came back off the post after the visitors didn't fully clear the ball from a corner kick.
But at the break, the score remained 2-0 to the visitors, who were depleted but showed they can still score, while the hosts knew they had to up their game in the second half to get something from the game.
Selke netted his second of the game just after half-time to put the visitors three ahead
The problem that the hosts had though was that the visitors were dangerous on the counter attack and they almost went three goals in front with their first attack of the seocnd half when a good passing move ended with Selke forcing Péter Gulácsi into a very good save.
From the resulting corner though the visitors did score their third goal as Selke volleyed home him second goal of the game from a Lazaro corner to all but seal the three points for the Old Lady.
It really should have been four soon after when Selke was played through on goal with just the keeper to beat but he saw his shot come back off the post which denied him from getting a hat-trick.
Orban and Haltsenberg netted for the hosts before the end but it was too little to late as they lost
After that miss the visitors sat back and decided to settle on what they had and that encouraged the hosts to push forward and they got back into the game through Orban, who headed home from a Bruma cross.
From their they really pushed and pushed to get more goals but they only managed to get one more in injury time when Halstenberg headed home after a great pass from Jean-Kévin Augustin found the defender in the box.
Therefore, at the final whistle, the visitors went away really happy given the circumstances of the game, while the hosts will feel that their terrible defending contributed in them losing this key game.