Let E⊆double-struckQpn and T be a set‐valued map from E to Qpm. We prove that if T is p‐adic semi‐algebraic, lower semi‐continuous and T(x) is closed for every x∈E, then T has a p‐adic semi‐algebraic continuous selection. In addition, we include three applications of this result. The first one is related to Fefferman's and Kollár's question on existence of p‐adic semi‐algebraic continuous solution of linear equations with polynomial coefficients. The second one is about the existence of p‐adic semi‐algebraic continuous extensions of continuous functions. The other application is on the characterization of right invertible p‐adic semi‐algebraic continuous functions under the composition.