Cucumber (Cucumis sativus L.) often experiences chilling stress that limits their growth and productivity. Grafting is widely used to improve abiotic stress resistance by alternating a vigorous root system, suggesting there exists systemic signals communication between distant organs. mRNAs are reported to be evolving in fortification strategies by long-distance signaling when plants suffering from chilling stress. However, the potential function of mobile mRNAs alleviating chilling stress in grafted cucumber is still unknown. Here, the physiological changes, mobile mRNAs profiling, transcriptomic and metabolomic changes in above- and underground tissues of all graft combinations of cucumber and pumpkin responding to chilling stress were established and analyzed comprehensively. The co-relationship between the cluster of chilling-induced pumpkin mobile mRNAs with Differentially Expressed Genes (DEGs) and Differentially Intensive Metabolites (DIMs) revealed that four key chilling-induced pumpkin mobile mRNAs were highly related to glycine, serine and threonine synthesis and fatty acid β-oxidative degradation metabolism in cucumber tissues of heterografts. The verification of mobile mRNAs, potential transport of metabolites and exogenous application of key metabolites of glycerophospholipid metabolism pathway in cucumber seedlings confirmed that the role of mobile mRNAs in regulating chilling responses in grafted cucumber. Our results build a link between the long-distance mRNAs of chilling-tolerant pumpkin and the fatty acid β-oxidative degradation metabolism of chilling-sensitive cucumber. It helps to uncover the mechanism of signaling interaction between scion and stock responding to chilling tolerant in grafted cucumber.