Melatonin (MT) and abscisic acid (ABA) are crucial in regulating abiotic stress tolerance in cucumber. However, their roles as signaling molecules in regulating chilling tolerance remain ambiguous. The results showed that neither applying ABA nor removing endogenous ABA with sodium tungstate (Na2WO4, an inhibitor of ABA synthesis) has no effect on endogenous MT levels, however, MT-induced endogenous ABA content via activating the activities and mRNA levels of 9-cis-epoxycarotenoid dioxygenase (NCED) under normal conditions and inhibiting endogenous MT with p-chlorophenylalanine (p-CPA) blocked this effect. Further studies indicated that MT and ABA had a noteworthy effect on enhancing the chilling tolerance of cucumber seedlings in terms of lower chilling injury, EL, and MDA contents. Moreover, cucumber seedlings pretreated with MT and ABA showed lower ROS contents and higher antioxidant capacity than those in H2O treatment under chilling stress. Meanwhile, MT and ABA alleviated the decline of chlorophyll content, photosynthesis, gene expression, and protein level of Rubisco and RCA caused by chilling stress as well as maintained photosynthetic electron transport via increasing heat dissipation, the levels of proteins PsbS and VDE as well as decreasing the chilling damage to donor and recipient side of electron transport chain under chilling stress. However, it was discovered that Na2WO4 and fluridone (Flu) blocked the chilling tolerance induced by MT, whereas p-CPA had little impact on ABA promotion on the chilling tolerance of cucumber. These findings imply that ABA may act as a downstream signal of MT in the regulation of chilling tolerance in cucumber.