Calcium (Ca) is an essential macronutrient for plant growth. Although it has been demonstrated that exogenous Ca application could increase plant resistance to abiotic stress, its potential to enhance tolerance to biotic stress remains unclear. Here, we investigated the development time, population size, feeding behavior of aphids feeding on plants grown from CaCl2- and water-pretreated seeds, and plant defenses against aphids. CaCl2 seed-pretreatment increased aphid development time and reduced aphid population size and feeding efficiency. Additionally, CaCl2 pretreatment increased the concentrations of Ca2+ in wheat leaves. Furthermore, TaCaM genes were upregulated in plants by CaCl2 pretreatment, and callose synthase genes (TaGSL2, TaGSL8, TaGSL10, TaGSL12, TaGSL19, TaGSL22, and TaGSL23) were activated. Callose concentrations in the leaves of plants grown from CaCl2-pretreated seeds increased significantly after aphid attack. Furthermore, callose deposition was observed mainly in the phloem. The results suggest that seed pretreatment with CaCl2 primed the plant responses against wheat aphid attack. The underlying mechanism comprises a comprehensive interaction among Ca2+, callose regulation, and the expression of callose synthesis-related genes, as well as phloem localization of callose in response to aphid attack.