Methyl jasmonate (MeJA) or selenium (Se)-mediated response to cadmium (Cd) stress in plant has been widely reported, but the combined effects both on plant growth in response to Cd stress and the underlying mechanisms remain obscure. Here, we showed the combined effects of MeJA (2.5μM) and Se (7μM) on hot pepper growth under Cd stress (CdCl2, 5μM). The results showed Cd suppressed the accumulation of total chlorophyll and carotenoid and reduced the photosynthesis, while it increased the content of endogenous signaling molecules, e.g. nitric oxide (NO) and hydrogen peroxide (H2O2), as well as Cd content in leaves. The combined application of MeJA and Se significantly decreased the malondialdehyde (MDA) accumulation and improved the activities of antioxidant enzymes (AOEs, e.g. SOD and CAT) and defense-related enzymes (DREs, POD and PAL). Additionally, the synergistic application of MeJA and Se also obviously improved photosynthesis in hot pepper plants under Cd stress compared with those treated with MeJA or Se respectively or not. Moreover, the treatment of MeJA associated with Se also effectively reduced the Cd accumulation in hot pepper leaves under Cd stress compared with the plants treated with MeJA or Se separately, which implied a potentially synergistic role of MeJA and Se in alleviating Cd toxicity in hot pepper plants. This study provides a theoretical reference for the further analysis of the molecular mechanism of MeJA and Se in jointly mediating the response to heavy metals in plants.