The WRKY transcription factors play an important role in the regulation of transcriptional reprogramming associated with plant abiotic stress responses. In this study, the WRKY transcription factor MsWRKY11, containing the plant-specific WRKY zinc finger DNA-binding motif, was isolated from alfalfa. The MsWRKY11 gene was detected in all plant tissues (root, stem, leaf, flower, and fruit), with high expression in root and leaf tissues. MsWRKY11 was upregulated in response to a variety of abiotic stresses, including salinity, alkalinity, cold, abscisic acid, and drought. Overexpression of MsWRKY11 in soybean enhanced the salt tolerance at the seedling stage. Transgenic soybean had a better salt-tolerant phenotype, and the hypocotyls were significantly longer than those of wild-type seeds after salt treatment. Furthermore, MsWRKY11 overexpression increased the contents of chlorophyll, proline, soluble sugar, superoxide dismutase, and catalase, but reduced the relative electrical conductivity and the contents of malonaldehyde, H2O2, and O2-. Plant height, pods per plant, seeds per plant, and 100-seed weight of transgenic MsWRKY11 soybean were higher than those of wild-type soybean, especially OX2. Results of the salt experiment showed that MsWRKY11 is involved in salt stress responses, and its overexpression improves salt tolerance in soybean.