Plant salt tolerance can be improved by grafting onto salt-tolerant rootstocks. However, the underlying signaling mechanisms behind this phenomenon remain largely unknown. To address this issue, we used a range of physiological and molecular techniques to study responses of self-grafted and pumpkin-grafted cucumber plants exposed to 75 mM NaCl stress. Pumpkin grafting significantly increased the salt tolerance of cucumber plants, as revealed by higher plant dry weight, chlorophyll content and photochemical efficiency (Fv/Fm), and lower leaf Na+ content. Salinity stress resulted in a sharp increase in H2O2 production, reaching a peak 3 h after salt treatment in the pumpkin-grafted cucumber. This enhancement was accompanied by elevated relative expression of respiratory burst oxidase homologue (RBOH) genes RbohD and RbohF and a higher NADPH oxidase activity. However, this increase was much delayed in the self-grafted plants, and the difference between the two grafting combinations disappeared after 24 h. The decreased leaf Na+ content of pumpkin-grafted plants was achieved by higher Na+ exclusion in roots, which was driven by the Na+/H+ antiporter energized by the plasma membrane H+-ATPase, as evidenced by the higher plasma membrane H+-ATPase activity and higher transcript levels for PMA and SOS1. In addition, early stomatal closure was also observed in the pumpkin-grafted cucumber plants, reducing water loss and maintaining the plant's hydration status. When pumpkin-grafted plants were pretreated with an NADPH oxidase inhibitor, diphenylene iodonium (DPI), the H2O2 level decreased significantly, to the level found in self-grafted plants, resulting in the loss of the salt tolerance. Inhibition of the NADPH oxidase-mediated H2O2 signaling in the root also abolished a rapid stomatal closure in the pumpkin-grafted plants. We concluded that the pumpkin-grafted cucumber plants increase their salt tolerance via a mechanism involving the root-sourced respiratory burst oxidase homologue-dependent H2O2 production, which enhances Na+ exclusion from the root and promotes an early stomatal closure.