To my knowledge the only way to achieve this in a native select would be to use the unicode representations of the font. You'll have to apply the glyphicon font to the select and as such can't mix it with other fonts. However, glyphicons include regular characters, so you can add text. Unfortunately setting the font for individual options doesn't seem to be possible.
<select class="form-control glyphicon"> <option value="">− − − Hello</option> <option value="glyphicon-list-alt"> Text</option> </select>
Here's a list of the icons with their unicode:
~ Answered on 2014-11-14 18:25:34