Indole acetic acid (IAA) is an important regulator of adventitious rooting via the activation of complex signaling cascades. In animals, carbon monoxide (CO), mainly generated by heme oxygenases (HOs), is a significant modulator of inflammatory reactions, affecting cell proliferation and the production of growth factors. In this report, we show that treatment with the auxin transport inhibitor naphthylphthalamic acid prevented auxin-mediated induction of adventitious rooting and also decreased the activity of HO and its by-product CO content. The application of IAA, HO-1 activator/CO donor hematin, or CO aqueous solution was able to alleviate the IAA depletion-induced inhibition of adventitious root formation. Meanwhile, IAA or hematin treatment rapidly activated HO activity or HO-1 protein expression, and CO content was also enhanced. The application of the HO-1-specific inhibitor zinc protoporphyrin IX (ZnPPIX) could inhibit the above IAA and hematin responses. CO aqueous solution treatment was able to ameliorate the ZnPPIX-induced inhibition of adventitious rooting. Molecular evidence further showed that ZnPPIX mimicked the effects of naphthylphthalamic acid on the inhibition of adventitious rooting, the down-regulation of one DnaJ-like gene (CSDNAJ-1), and two calcium-dependent protein kinase genes (CSCDPK1 and CSCDPK5). Application of CO aqueous solution not only dose-dependently blocked IAA depletion-induced inhibition of adventitious rooting but also enhanced endogenous CO content and up-regulated CSDNAJ-1 and CSCDPK1/5 transcripts. Together, we provided pharmacological, physiological, and molecular evidence that auxin rapidly activates HO activity and that the product of HO action, CO, then triggers the signal transduction events that lead to the auxin responses of adventitious root formation in cucumber (Cucumis sativus).