Not Updated For Current Season
The masteries shown here are not yet updated for the current season, the guide author needs to set up the new masteries. As such, they will be different than the masteries you see in-game.
Bot lane sej?
Tank meta's come and go but engage supports are forever. So why do we not see Sejuani supporting our bot lane more often? Like so many things, its about the money, Sej is a girl who needs that sweet sweet gold (Have you ever tried to feed a giant boar?) So support can be a difficult role for her, but there are advantages to having her in the bot lane that help to mitigate her monetary problems.
Great Teamfight Control
So if you've got Sej in the bot lane and your jungler is worth his salt, he'll be heading to you every time you send an "Sejuani: R-Ready" alert. Even without the jungler, Sej has a great kit to exploit any bad positioning in lane and get the ADC kills.
Sej support is much like leona, she's intimidating, the objective in lane is to zone the enemy duo out of farming, keep them away from your ADC, and generally be a constant threat on their mind. The enemy ADC should never be able to move anywhere in the lane without wondering if Sejuani is about to Q over to her and ruin her day.
Be sure to use explorer mastery to your advantage, that 15 movement speed lets you dip through the bushes to the other side of the lane quickly.
It can be tempting to build Sunfire on her, but its not a good option as it can screw with your mobi's passive when passing monster camps, scuttle, or lane minions.
Magic Pen really helps sej output some much needed damage, especially late game when you build some AP up.
Scaling health Yellows and Quints interact positively with Grasp of the Undying Mastery and leave you versatile in your defense build to react to the enemy team.
Ability power blues give you an edge in early game damage.
Oppressor is an obvious choice for an AP champ.
Expose weakness is good in lane and even better in teamfights since its likely that sej will damage all or most of an enemy team in a big engagement.
Natural Talent adds much needed damage.
Oppressor benefits her E, and works even better if you build Rylai's
Unyielding since you should be the frontline in a teamfight
Explorer helps with your ward roaming, providing mid-lane assistance up river, and intimidating bot through the bushes.
Veterans Scars is the obvious choice of the two and interacts positively with Grasp of the Undying
Perseverance gives you some additional staying power in lane early.
Swiftness could be swapped out, but it helps you hit the backline when you need and retains your mobility which is key to Sej in teamfights.
Grasp of the Undying lends much needed damage to Sejuani. While bond of stone isnt a bad choice, especially in lane, overall Undying will outperform it.
The rule with Sejuani is to build AP when you can, but all other times build tank. I typically reserve AP for my second or third item. Sej scales hugely off AP, so a bit of it goes a long way with her. But as a tank/engage support, you are relying on your ADC for damage and they are relying on you for target control and that means taking punishment. So if things are going well and nobody on the map worries you, Grab Rylais or maybe just a Needlessly Large Rod and go to town. If you need to prepare for teamfights where you will need extra MR or Armor, get your tankiness first.
Maxing your E first allows you to take best advantage of what AP you have early. E also has a surprisingly long range, so if a target give your ADC the slip then you can often secure the kill even if he seems long gone.
Maxing your W prepares you for teamfights, though it isn't as useful in lane as Q. If your comp is so strong you aren't worried about teamfights then you can max Q instead to help feed your ADC early. If you arent filled with confidence in your team, its a safer route to max W.
Summoners are easy and hard with Sejuani support... Easy because there is almost no bad choice for her. Hard because you want to get the maximum bang for your buck. Flash/Exhaust, Flash/Ignite are easily the top performers. Sej's kit and tankiness can also handle not running flash, making exhaust/ignite, TP or Ghost all valid picks for her. Garnish to taste and composition.
Want to use level 2 spike to get your lane a double first thing? Ignite my friend.
Worried about a Vayne, Jax, MF, or Yi getting out of hand? Take the Exhaust.