The present study was undertaken to construct selection indices in thirty genotypes of fennel (Foeniculum vulgare Mill.). Using the discriminant function technique, sixty-three selection indices pertaining to seed yield per plant and its five components were created. Generally speaking, a selection index performs better the more characters it has. The highest genetic advance and relative efficiency of 23.77 g and 136.52 % were reported by the index based on six characters viz., seed yield per plant, seed width, test weight, seed length, seeds per umbellate and umbellates per umbel followed by an index based on five characters i.e. seed yield per plant, test weight, seed length, seeds per umbellate and umbellates per umbel having genetic gain and relative efficiency of 23.57 g and 135.36 % respectively. Both these indices can be used for selecting high-yielding genotypes of fennel.