Reactive oxygen species (ROS) in plants are induced in various cellular compartments upon pathogen infection and act as an early signal during plant-pathogen interactions. Monodehydroascorbate reductase (MDHAR) is involved in plant disease resistance through the regulation of the ROS level via the ascorbate-glutathione (AsA-GSH) cycle. In this study, TaMDHAR4 was firstly isolated from wheat cultivar Suwon 11, and this protein exhibits high similarity to MDHAR proteins from other plant species. Bioinformatics analyses indicated that TaMDHAR4 contains typical structural features, such as mPTS-like sequences in the C-terminal extension and trans-membrane domain followed by five basic arginine residues (-RKRRR), which predicted that this protein may be localized in the peroxisome. qRT-PCR analyses demonstrated that TaMDHAR4 could be induced by various exogenous hormones, such as ABA, MeJA, and ETH. TaMDHAR4 is sharply down-regulated at 12 and 18 hpi only in wheat leaves challenged with Puccinia striiformis f. sp. tritici (Pst) race CYR23 and induced at 48 hpi with both Pst races CYR23 and CYR31. SOD and APX injection analyses demonstrated that TaMDHAR4 may be involved in the interaction between wheat and Pst through the regulation of its expression. Moreover, the knockdown of TaMDHAR4 through virus-induced gene silencing (VIGS) enhanced the wheat resistance to Pst by inhibiting sporulation in the compatible interaction. Histological observations also demonstrated that silenced wheat resulted in an increased proportion of necrotic area at the infection sites and suppressed Pst hypha elongation. The study provided novel insights into the molecular functions of TaMDHAR4 during plant-pathogen interactions.