Selby did not play in a game in 2020 due to the cancellation of the minor league season because of the COVID-19 pandemic.[3] He returned to High–A Greensboro in 2021, making 31 appearances out of the bullpen and logging a 4.37 ERA with 67 strikeouts and 6 saves across 59+2⁄3 innings of work.[4] Selby spent the 2022 season with the Double–A Altoona Curve, also appearing in three games for the Triple–A Indianapolis Indians. In 26 games for Altoona, he recorded a 2.27 ERA with 43 strikeouts and 8 saves in 32+2⁄3 innings pitched.[5]
On November 15, 2022, the Pirates added Selby to their 40-man roster to protect him from the Rule 5 draft.[6] Selby began the 2023 season on the Opening Day roster of the Indianapolis Indians.[7] He spent most of the season as the Indians primary closer, posting a 3.86 ERA with 6 saves in 28 appearances prior to his promotion.[8] On August 8, 2023, Selby was promoted to the major leagues for the first time, making his debut the following day against the Atlanta Braves.[9][10][11] In his debut, Selby pitched 1+2⁄3 innings, recording three strikeouts in relief.[12] He pitched in 21 games during his rookie campaign, struggling to a 9.00 ERA with 30 strikeouts across 24.0 innings pitched.
Selby was optioned to Triple–A Indianapolis to begin the 2024 season.[13] On April 2, 2024, Selby was designated for assignment following the acquisition of Joey Bart.[14]
Kansas City Royals
On April 7, 2024, Selby was traded to the Kansas City Royals in exchange for Connor Oliver.[15] He made two appearances for Kansas City, posting a 6.00 ERA with no strikeouts across three innings pitched. Selby was designated for assignment by the Royals on July 6.[16]
Baltimore Orioles
On July 11, 2024, the Royals traded Selby to the Baltimore Orioles in exchange for cash considerations. The Orioles assigned Selby to the Triple–A Norfolk Tides.[17]