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Apple, as one of the most important economic forest tree species, is widely grown in the world. Abiotic stress, such as low temperature and high salt, affect apple growth and development. Ethylene response factors (ERFs) are widely involved in the responses of plants to biotic and abiotic stresses. In this study, a new ethylene response factor gene was isolated from <i>Malus baccata</i> (L.) Borkh and designated as <i>MbERF11</i>. The <i>MbERF11</i> gene encoded a protein of 160 amino acid residues with a theoretical isoelectric point of 9.27 and a predicated molecular mass of 17.97 kDa. Subcellular localization showed that MbERF11 was localized to the nucleus. The expression of <i>MbERF11</i> was enriched in root and stem, and was highly affected by cold, salt, and ethylene treatments in <i>M. baccata</i> seedlings. When <i>MbERF11</i> was introduced into <i>Arabidopsis thaliana</i>, it greatly increased the cold and salt tolerance in transgenic plant. Increased expression of <i>MbERF11</i> in transgenic <i>A. thaliana</i> also resulted in higher activities of superoxide dismutase (SOD), peroxidase (POD), and catalase (CAT), higher contents of proline and chlorophyll, while malondialdehyde (MDA) content was lower, especially in response to cold and salt stress. Therefore, these results suggest that <i>MbERF11</i> probably plays an important role in the response to cold and salt stress in <i>Arabidopsis</i> by enhancing the scavenging capability for reactive oxygen species (ROS).