Jasminum sambac is an excellent ornamental species that is renowned worldwide for its pure white flowers and strong fragrance. However, its intolerance to low temperatures limits its cultivation range. Methyl jasmonate (MeJA), an essential plant growth regulator, plays a significant role in assisting plants to resist various stresses. Hence, this study was carried out to decipher the capabilities of diverse concentrations of MeJA in helping J. sambac to resist cold stress by measuring different physiological indexes. A normal temperature (15 °C/10 °C) and low temperature (7 °C/2 °C) were applied to J. sambac seedlings, and a one-way analysis of variance followed by a Duncan’s multiple range test was adopted to compare the differences between the indicators under 5 μmol·L−1, 10 μmol·L−1 and 20 μmol·L−1 of MeJA treatments. The results showed that cold stress significantly decreased the contents of soluble sugar and soluble protein, while the application of MeJA at 10 μmol·L−1 and 20 μmol·L−1 resulted in a partial recovery. In addition, cold stress dramatically hindered the accumulation of total chlorophyll in leaves. Exogenous MeJA elevated the total chlorophyll content during the whole sampling period. The hydrogen peroxide and malondialdehyde levels generally increased in response to low temperatures, and they caused adverse effects on J. sambac, whereas this was effectively alleviated through the application of MeJA. MeJA was also able to improve the resistance of J. sambac by boosting the activity of antioxidant enzymes to remove the excess of reactive oxygen species. In conclusion, we highlighted that exogenous MeJA could attenuate the negative consequences of cold stress for J. sambac, and 10 μmol·L−1 of MeJA treatment could be a feasible strategy for enhancing the resistance of J. sambac to low temperatures and promoting its growth.