Physiological and biochemical responses of wheat seedlings to drought, UV-B radiation, and combined stress were investigated. Drought, UV-B, and combined stresses retarded seedling growth by 26.5, 29.1, and 55.9%, respectively. One reason for growth retardation may be the oxidative damage indicated by an increase in the H2O2 content and lipid peroxidation degree. Furthermore, there was negative correlation between shoot fresh weight and H2O2 content, fresh weight and the content of thiobarbituric acid-reacting substances (TBARS), and the positive correlation between H2O2 content and TBARS (R2 = 0.9251, 0.9005, and 0.9007, respectively). The activities of superoxide dismutase, guaiacol peroxidase, and ascorbate peroxidase increased under drought, UV-B, and the combination of stresses, while catalase activity decreased under the combined stress as compared to the control. The combination of drought and UV-B caused more severe damage to wheat seedlings than stress factors applied separately. Thus, the combined application of drought and UV-B had more strong adverse effects on wheat seedlings. The addition of 0.2 mM sodium nitroprusside (SNP) enhanced wheat seedling growth under drought, UV-B, and combined stress, likely, due to decreasing the accumulation of H2O2 and lipid peroxidation as well as activating the antioxidant enzymes. However, SNP treatment decreased the proline content.