In this study, we investigate the linear and non-linear magneto-optical properties of TMDC monolayer semiconductors MX2 (M = Mo/W, X = S/Se) in a perpendicular magnetic field by evaluating the magneto-optical absorption coefficients (MOACs) and the refractive index changes (RICs) subject to the influence of electron–phonon interaction (EPI). Our results are achieved by considering the influence of electron couplings with acoustic (AC) and optical (OP) phonons via the absorption (AB) and emission (EM) mechanisms. When compared to the neglected EPI case, the intensity of the linear MOAC and RIC increases about 2.6–4 times and 5.3–10.5 times, respectively. The absorption peaks exhibit the blue-shifts, with the largest blue-shift observed for the OP-EM phonon scatterings, followed by the AC phonons and the smallest for the OP-AB phonon scatterings. Meanwhile, the greatest contribution to MOAC and RIC comes from the OP-AB phonons, which is followed by that of the AC phonons and the OP-EM phonons, respectively. The MoX2 group is more significantly affected by the scattering mechanism compared to the WX2 one. Although the OP-EM phonons contribution for the MoX2 group is much smaller than that of the other two interaction mechanisms, it nevertheless produces a very noticeable blue-shift. Meanwhile, for the WX2 group, all three mechanisms erect comparable results. The biggest (smallest) value of the linear MOAC and RIC are both founded in MoSe2 (MoS2). Notably, the absolute values of the non-linear MOAC and RIC terms increase by tens to hundreds of times, leading to the total MOAC terms being negative, contrary to when EPI is not taken into account, while the characteristics of the non-linear RIC curves also undergo considerable changes. Among the four TMDC materials, MoX2 is more significantly affected by the EPI effect than WX2.