As one of the most destructive pests, aphids cause significant damage on various agricultural and horticultural crops. Recently, melatonin has been shown to enhance plant resistance to aphids; however, the underlying mechanisms remain unclear. In this study, our results showed that melatonin, MeJA, and H2S enhanced aphid resistance of watermelon in a dose‐dependent manner, accompanied by increases in the defense‐related enzyme activities and lignin accumulation. On the plants pretreated with 100 μM melatonin, 100 μM MeJA, and 50 μM NaHS, the numbers of aphids were 86.0%, 59.6%, and 47.9% lower than that on control plants, respectively, after aphid infestation for 7 days. Melatonin application induced MeJA and H2S accumulation in response to aphid infestation, while inhibition of MeJA and H2S accumulation attenuated or abolished melatonin‐induced defense response and aphid resistance, suggestive of the involvement of MeJA and H2S in melatonin‐induced aphid resistance. MeJA also increased H2S accumulation, but inhibition of MeJA biosynthesis prevented melatonin‐enhanced H2S accumulation, suggesting that MeJA mediates melatonin‐induced H2S accumulation. Furthermore, inhibition of H2S production attenuated MeJA‐induced defense response and aphid resistance. Taken together, the current study reveals a novel mechanism in which MeJA‐dependent H2S signaling is involved in melatonin‐induced defense response and subsequent aphid resistance. The increasing concern to minimize the use of pesticides and to switch onto sustainable and natural control strategies indicates the great exploitation of such a mechanism in combating aphids.