Aphid s are one of the most destructive insects in many cultivated plants including wheat, which can cause significant yield loss and damage the quality of agricultural products. Therefore, it is essential to control the occurrence of aphids during wheat growth. Previous studies reported the alterations in the resistance of wheat to pests induced by several external factors such as nutrients in soils and nano-carbonaceous materials. In this study, nanoselenium (nano-Se) was sprayed on wheat leaves at several concentration levels (1.0, 5.0, and 20 mg/L). Nano-Se (5.0 mg/L) could significantly reduce Sitobion avenae number (36%) compared with the control . The foliar application of nano-Se was found to enhance the antioxidation capacity by reducing MDA concentration and increasing GSH-Px, CAT, GSH, Pro and VE concentrations. Phenylpropane pathway was activated after the application of nano-Se, with significantly increasing apigenin and caffeic acid concentrations. The high-level expression of the related genes ( TaBx1A , TaBx3A , TaBx4A, TaASMT2, and TaCOMT ) induced the increasing melatonin concentration by 88.6% and DIMBOA concentration by 64.3%. Different ratios of the secondary metabolites to nano-Se were conducted to examine the effects on wheat resistance to the Sitobion avenae . The results revealed the combination of nano-Se and melatonin can achieve the best overall performance by reducing the Sitobion avenae infection by 52.2%. The results from this study suggest that the coordinative applications nano-Se and melatonin combination could be more effectively improve the wheat resistance to aphids via promotion of volatile organic compound synthesis and modulation in phenylpropane and indole metabolism pathways.