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We prove that the approximate solutions converge to the true solutions in \\(L^2\\) sense as well as in probability under local Lipschitz condition and generalize the results obtained by \\textit{Z. Fan} et al. [J. Math. Anal. Appl. 325, No. 2, 1142--1159 (2007; Zbl 1107.60030)], \\textit{M. Milo\u0161evi\u0107} and \\textit{M. Jovanovi\u0107} [Math. Comput. Modelling 53, No. 1--2, 280--293 (2011; Zbl 1211.65009)], and \\textit{G. Marion}, \\textit{X. Mao} and \\textit{E. Renshaw} [``Convergence of the Euler scheme for a class of stochastic differential equation'', Int. Math. J. 1, No. 1, 9--22 (2002)] to cover a class of more general stochastic pantograph differential equations with jumps. 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