Selwyn debuted for Dorset in minor counties cricket in 1920. He was made a Lieutenant in February 1921, He made his debut in first-class cricket for the Royal Navy Cricket Club against the Army at Lord's in 1924. He played a further three first-class matches for the Royal Navy, against the touring New Zealanders at Portsmouth in 1927, and in two inter-services matches in 1928 against the Army and the Royal Air Force. He scored 49 runs in his four first-class matches, and took six wickets. Having held the rank of Lieutenant for seven years, Jephson was promoted to Lieutenant Commander in June 1928. His naval commitments limited his availability to play minor counties cricket for Dorset, with Jephson making seven appearances in the Minor Counties Championship from 1920–1931.
