Thioredoxins (Trxs) function within the antioxidant network through modulation of the redox reaction(s) involved in oxidative-stress signaling. Given their function in regulating cellular redox, Trx proteins also fulfill key roles in plant immune signaling. Here, TaTrxh1, encoding a subgroup h member of the thioredoxin family, was identified and cloned in wheat (Triticum aestivum), which was rapidly induced by Puccinia striiformis f. sp. tritici (Pst) invasion and salicylic acid (SA) treatment. Overexpression of TaTrxh1 in tobacco (Nicotiana benthamiana) induced cell death. Silencing of TaTrxh1 in wheat enhanced susceptibility to Pst in different aspects, including ROS accumulation and pathogen-responsive, or related, gene expression. Herein, we observed that the cellular concentration of SA was significantly reduced in TaTrxh1-silenced plants, indicating that TaTrxh1 possibly regulates wheat resistance to stripe rust through a SA-associated defense signaling pathway. Using a yeast two-hybrid screen to identify TaTrxh1-interacting partners, we further show that interaction with TaCP1 (a RD19-like cysteine protease), and subsequent silencing of TaCP1 reduced wheat resistance to Pst. In total, the data presented herein demonstrate that TaTrxh1 enhances wheat resistance against Pst via SA-dependent resistance signaling and that TaTrxh1 interaction with TaCP1 is required for wheat resistance to stripe rust.