Melatonin is an important secondary messenger that plays a central role in plant growth, as well as abiotic and biotic stress tolerance. However, the underlying physiological and molecular mechanisms of melatonin-mediated cold tolerance, especially interactions between melatonin and other key molecules in the plant stress response, remain unknown. Here, the interrelation between melatonin and abscisic acid (ABA) was investigated in two genotypes ofElymus nutansGriseb., the cold-tolerant Damxung (DX) and the cold-sensitive Gannan (GN) under cold stress. Pre-treatment with exogenous melatonin or ABA alleviated oxidative injury via scavenging ROS, while enhancing both antioxidant enzyme activities and non-enzymatic antioxidant contents. Treatment of fluridone, an ABA biosynthesis inhibitor caused membrane lipid peroxidation and lowered melatonin-induced antioxidant defense responses. It is worth noting that cold stress significantly induced both endogenous melatonin and ABA levels in both genotypes. Application of melatonin increased ABA production, while fluridone significantly suppressed melatonin-induced ABA accumulation. ABA and fluridone pre-treatments failed to affect the endogenous melatonin concentration. Moreover, exogenous melatonin up-regulated the expression of cold-responsive genes in an ABA-independent manner. These results indicate that both ABA-dependent and ABA-independent pathways may contribute to melatonin-induced cold tolerance inE. nutans.