From Linux man page for select
Under Linux, select() may report a socket file descriptor as "ready for reading", while nevertheless a subsequent read blocks. This could for example happen when data has arrived but upon examination has wrong checksum and is discarded. There may be other circumstances in which a file descriptor is spuriously reported as ready. Thus it may be safer to use O_NONBLOCK on sockets that should not block.
You have to follow the advice and use non blocking read even if using select.