In organ transplantation the transplant is rejected by the body's immune system , but is it possible if along with organ transplant if bone marrow transplantation is carried out from the same donor , then will the Cell Mediated immunity still reject the graft ?
As Mowgli pointed out, a bone marrow transplant involves destroying the patient's own immune system with radiation and, essentially, replacing it with a new one from the bone marrow donor. If you did a double kidney/bone marrow transplant from Alice into Bob, then Bob's new immune system (which is the same as Alice's) would recognize the new kidney from Alice as self (because it is) and not attack it. Yay!
The problem is that, to the new immune system, all the rest of Bob appears to be non-self and will get attacked. This is called Graft-versus-host disease and is at least as serious a problem as organ rejection.
Bone marrow transplant requires to first destroy the pre-existing immune system with chemotherapy and/or radiations. So essentially you would not have the first immune system and my guess is that yes, in theory, it would work.
However, double-grafting an artificially immunocompromised patient (who clearly suffers from another severe pathology, if they need an organ graft in the first place) would be extremely risky as it would exponentially increase the risk and mangnitude of post-operation complications, and I think no surgeon in their right mind would ever take such risk.