Plants are constantly exposed to various stresses, which can degrade their health. The stresses can be alleviated by the application of methyl jasmonate (MeJA), which is a hormone involved in plant signalling. MeJA induces synthesis of defensive compounds and initiates the expression of pathogenesis-related genes involved in systemic acquired resistance and local resistance. Thus, MeJA may be used against pathogens, salt stress, drought stress, low temperature, heavy metal stress and toxicities of other elements. The application of MeJA improves growth, induces the accumulation of active compounds, and affects endogenous hormones levels, and other physiological and biochemical characteristics in stressed plants. Furthermore, MeJA antagonises the adverse effects of osmotic stress by regulating inorganic penetrating ions or organic penetrants to suppress the absorption of toxic ions. MeJA also mitigates oxidative stress by activating antioxidant systems to scavenge reactive oxygen species (ROS) in stressed plants. For these reasons, we reviewed the use of exogenous MeJA in alleviating biotic (pathogens and insects) and abiotic stresses in plants.