The mechanism of nanoselenium (nano-Se) improving plant components induced resistance to aphids is unkonwn. . In this study, nano-Se (5.0 mg/L) foliar sprayed could significantly reduce Sitobion avenae number (36%) compared with the control. Foliar application of nano-Se enhances the antioxidant capacity by reducing MDA and increasing GSH-Px, CAT, GSH, Pro and VE concentration in wheat seedlings. Phenylpropane pathway was activated by nano-Se bio-fortification, which increased apigenin and caffeic acid concentrations. The high-level expression of the related genes (TaBx1A, TaBx3A, TaBx4A, TaASMT2, and TaCOMT) induced the promotion of melatonin (88.6%) and DIMBOA (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 number by 52.2%. The study suggest that the coordinative applications of nano-Se and melatonin 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.