According to the FNAL+BNL measurements for the muon $g-2$ and the Berkeley $^{133}$Cs measurement for the electron $g-2$, the SM prediction for the muon (electron) $g-2$ is $4.2sigma$ ($2.4sigma$) below (above) the experimental value. A joint explanation requires a positive contribution to the muon $g-2$ and a negative contribution to the electron $g-2$. In this work we explore the possibility of such a joint explanation in the minimal supersymmetric standard model (MSSM). Assuming no universality between smuon and selectron soft masses, we find out a part of parameter space for a joint explanation of muon and electron $g-2$ anomalies at $2sigma$ level. This part of parameter space can survive the LHC and LEP constraints, but gives an over-abundance for the dark matter if the bino-like lightest neutralino is assumed to be the dark matter candidate. With the assumption that the dark matter candidate is a superWIMP (say a pseudo-goldstino in multi-sector SUSY breaking scenarios, whose mass can be as light as GeV and produced from the late-dacay of the thermally freeze-out lightest neutralino), the dark matter problem can be avoided. So, the MSSM may give a joint explanation for the muon and electron $g-2$ anomalies at $2sigma$ level (the muon $g-2$ anomaly can be ameliorated to $1sigma$).
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