Here, we elucidate the interaction between IAA and melatonin (MT) in response to chilling in cucumber. The results showed that chilling stress induced the increase of endogenous MT and IAA, and the application of MT promoted the synthesis of IAA, while IAA could not affect endogenous MT content under chilling stress. Moreover, MT and IAA application both remarkably increased the chilling tolerance of cucumber seedlings in terms of lower contents of MDA and ROS, higher mRNA abundance of cold response genes, net photosynthetic rate (Pn), maximum regeneration rate of ribulose-1,5-diphosphate (Jmax), Rubisco maximum carboxylation efficiency (Vcmax), the activities and gene expression of RCA and Rubisco, as well as the content of active P700 (I/I0) and photosynthetic electron transport, compared with the plants in H2O treatment. Further analysis revealed that the inhibition of IAA transportation significantly reduced the chilling tolerance induced by MT, whereas the inhibition of endogenous MT did not affect the chilling tolerance induced by IAA. Meanwhile, we found that overexpression of the MT biosynthesis gene CsASMT increased the chilling tolerance, which was blocked by inhibition of endogenous IAA, and the silence of IAA biosynthesis gene CsYUCCA10 decreased the chilling tolerance of cucumber, which could not be alleviated by MT. These data implied IAA acted as a downstream signal to participate in the MT-induced chilling tolerance of cucumber seedlings. The study has implications for the production of greenhouse cucumber in winter seasons.