Jeter, who electrified the baseball world Saturday by collecting his 3,000th hit on a home run, decided not to play in the mid-summer classic or to travel to Phoenix to acknowledge his accomplishment.
That has brought criticism from some major league baseball officials and fellow players, who said he owed fans an appearance. But Selig, talking to reporters Tuesday before the game, didn't agree.
"There isn't a player in the last 15 years that I've been more proud of [than] Derek Jeter," he said "I think I would have made the same decision."
FoxSports.com reported Jeter was suffering from physical and emotional exhaustion after his pressure-filled drive for 3,000 hits, and needed more than just one day to recover.
Some all-star players also have cut Jeter a break.
Boston Red Sox infielder Kevin Youkilis, for instance, told the New York Daily News, "Derek has been here so many times and has been so great for the game, for people to be upset with Derek Jeter, they should be embracing what he just did."