<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0206</schemaVersion>

    <documentType>3</documentType>

    <periodOfReport>2013-11-25</periodOfReport>

    <noSecuritiesOwned>1</noSecuritiesOwned>

    <issuer>
        <issuerCik>0001572828</issuerCik>
        <issuerName>STEBEN SELECT MULTI-STRATEGY FUND</issuerName>
        <issuerTradingSymbol>NONE</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001254652</rptOwnerCik>
            <rptOwnerName>MORRISS GEORGE W</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O STEBEN &amp; COMPANY INC.</rptOwnerStreet1>
            <rptOwnerStreet2>9711 WASHINGTONIAN BLVD., SUITE 400</rptOwnerStreet2>
            <rptOwnerCity>GAITHERSBURG</rptOwnerCity>
            <rptOwnerState>MD</rptOwnerState>
            <rptOwnerZipCode>20878</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>Trustee</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <remarks>This Reporting Person does not own any of the Issuer Shares and is filing this form solely in his capacity as a Trustee of the Issuer.</remarks>

    <ownerSignature>
        <signatureName>/s/George E. Morris by his Attorney-in-Fact Francine Rosenberger</signatureName>
        <signatureDate>2013-11-25</signatureDate>
    </ownerSignature>
</ownershipDocument>
