Apocynum venetum L. is a natural fiber and medicinal plant species with significant economic value. Jasmonic acid is an endogenous growth regulatory substance present in higher plants that participate in plant growth, development, and defense. As important endogenous single-stranded RNA molecules, microRNA (miRNA) plays an important role in the post-transcriptional regulation of plant genes. A combination of miRNA and mRNA sequencing techniques was used to systematically identify the methyl jasmonate miRNAs and mRNAs in A. venetum. Up to 135 conserved and 26 species-specific miRNAs have been identified in A. venetum. These miRNAs mainly target genes that encode transcription factors and enzymes. The expression levels of 23 miRNAs, including miR398 and miR482, significantly changed after MeJA treatment. A total of 1778 genes were differentially expressed under MeJA treatment, of which 825 were upregulated and 953 were downregulated. The main biological processes enriched in these differentially expressed genes were redox balance, secondary metabolism, photosynthesis, and plant hormone signal transduction. Joint analysis of the miRNAs and mRNA revealed that MeJA-responsive miRNAs function by forming regulatory modules, including miR398-CSD, miR482-NBS-LRR, miR156-SPL10, and miR164-NAC056, which further regulate multiple biological processes, including redox balance, disease resistance, and morphogenesis in A. venetum. This study provides important information to understand the biological roles of miRNAs in A. venetum.