The department store's London branch is staging Feast, "a celebration of childhood dreams", which will run through the festive period.
Claydon Heeley Jones Mason has created a mailing that will reach 50,000 Selfridges cardholders, with a flavour of the event and exclusive offers to encourage them into the store.
Feast celebrates childhood with displays such as a giant gingerbread house and a chocolate fountain.
The mailing features an envelope coloured in the manner of Neapolitan ice-cream.
It contains a pack of jelly beans and a humorous game, "Sweet Psychology", that encourages recipients to offer the jelly beans to people and assigns personality traits depending on which flavour they choose.
The game is accompanied by details of a series of offers for Selfridges cardholders, including a party with free goody bag. The mailing uses the line: "This Christmas, because you've been so good."
Dave Woods, the creative director at Claydon Heeley, said: "As ever, Selfridges allowed us a huge amount of creative freedom and the result is a mail pack full of fun. It can't fail to entice."
The campaign was art directed by David Morgan and written by Kristian Wheater.