We have studied the influence of selenium (Se) and sulfur (S) in the protection of photosynthetic capacity of wheat (Triticum aestivum) against cadmium (Cd) stress. The involvement of ethylene and its interaction with proline and antioxidant metabolism in the tolerance of plants to Cd stress was evaluated. Application of Se or S alleviated Cd-induced oxidative stress by increasing proline accumulation as a result of increased activity of glutamyl kinase (GK) and decreased activity of proline oxidase (PROX). These nutrients also induced the activity of ATP-sulfurylase and serine acetyl transferase and the content of cysteine (Cys), a precursor for the synthesis of both reduced glutathione (GSH) and ethylene. Further, application of Se and S to plants under Cd stress reduced ethylene level and increased the activity of glutathione reductase (GR) and glutathione peroxidase (GPX), reduced oxidative stress and improved photosynthesis and growth. The involvement of ethylene in Se and S-mediated alleviation of Cd stress was substantiated with the use of ethylene biosynthesis inhibitor aminoethoxyvinylglycine (AVG). The use of AVG reversed the effects of Se and S on ethylene, content of proline and GSH and photosynthesis. The results suggested that Se and S both reversed Cd-induced oxidative stress by regulating ethylene formation, proline and GSH metabolism. Thus, Se or S-induced regulatory interaction between ethylene and proline and GSH metabolism may be used for the reversal of Cd-induced oxidative stress.