Melatonin (MEL) is an antioxidant molecule that enhances plant tolerance to environmental stress. However, the mechanisms by which MEL regulates cold signaling pathways in grapes under cold stress remain elusive. Here, we investigated the physiological and transcriptomic changes in grape seedlings treated with exogenous MEL to determine their protective role under cold stress. Results showed that 150 μM MEL effectively attenuated cold-induced cell damage by reducing reactive oxygen species (ROS) and preserving the chloroplast structure and function. MEL also inhibited tannin degradation, which contributed to its protective effect. Exogenous MEL promoted the synthesis of endogenous MEL, abscisic acid, auxin, and cytokinin while inhibiting gibberellin. Transcriptomic profiling revealed 776 differentially expressed transcripts in MEL-treated samples compared to controls. Functional analysis of a candidate hub gene, VvHSFA6b, showed that its overexpression in grape calli enhances cold tolerance by activating jasmonic acid synthesis pathway genes, promoting JA accumulation, and inhibiting JAZ-repressed transcription factors.