Cadmium (Cd) stress is a serious threat to apple growth and development. Ethylene response factors (ERFs) are a major family of transcription factors (TFs) that play a key role in the resistance to Cd stress. In this study, we found that the ERF TF MdERF114 was induced in response to Cd stress. The overexpression of MdERF114 in apple (Malus domestica) roots reduced the accumulation of Cd in the plants and enhanced their tolerance to Cd stress. Yeast one-hybrid (Y1H) assays, dual-luciferase assays, and electrophoretic mobility shift assays indicated that MdERF114 directly binds to the promoter of MdATG16 and activates its expression to increase autophagic activity, which leads to higher resistance to Cd stress. In addition, MdMYB306 interacts with MdERF114 and enhances the resistance to Cd stress by promoting the binding of MdERF114 to the promoter of MdATG16. Our findings reveal an important mechanism by which MdMYB306-MdERF114-MdATG16 influences the resistance of apple to Cd stress.