Cucumber alternaria leaf spot is a fungal disease of cucumber (Cucumis sativus L.) caused by the pathogen Alternaria cucumerina (Ell et Ev.) Elliott. RNA-seq was used to reveal plants response to Alternaria cucumerina infection at 2 and 6 days post-inoculation in two cucumber varieties—a resistant variety, D1322; and a susceptible one, BJ204. A total of 2015 and 162 differentially expressed genes were identified in D1322, whereas 5276 and 307 were identified in Beijing204, at 2 and 6 days post-inoculation, respectively. Gene Ontology and KEGG pathway enrichment analysis of differentially exressed genes indicated that the significantly enriched GO terms and pathways were similar between D1322 and BJ204. Differentially expressed genes associated with the significantly enriched pathways: phenylpropanoid biosynthetic, phenylalanine metabolism and glutathione metabolism pathways, were mostly up-regulated. Differentially expressed genes related to the photosynthesis performance were down-regulated just in BJ04. Chloroplast swelling and grana lamellae disintegration were also observed in BJ204 with transmission electron microscopy. Many up-regulated transcription factors were induced following Alternaria cucumerina infection. This study provides valuable information on the molecular basis of cucumber–Alternaria cucumerina interaction mechanisms and offers candidate genes related to cucumber response to Alternaria cucumerina infection.