Plants face a more volatile environment than other organisms because of their immobility, and they have developed highly efficient mechanisms to adapt to stress conditions. Transcription factors, as an important part of the adaptation process, are activated by different signals and are responsible for the expression of stress-responsive genes. MYB transcription factors, as one of the most widespread transcription factor families in plants, participate in plant development and responses to stresses by combining with MYB cis-elements in promoters of target genes. MYB transcription factors have been extensively studied and have proven to be critical in the biosynthesis of secondary metabolites in plants, including anthocyanins, flavonols, and lignin. Multiple studies have now shown that MYB proteins play diverse roles in the responses to abiotic stresses, such as drought, salt, and cold stresses. However, the regulatory mechanism of MYB proteins in abiotic stresses is still not well understood. In this review, we will focus mainly on the function of Arabidopsis MYB transcription factors in abiotic stresses, especially how MYB proteins participate in these stress responses. We also pay attention to how the MYB proteins are regulated in these processes at both the transcript and protein levels.