Downy mildew is a serious disease in cucumber production worldwide, which is caused by Pseudoperonospora cubensis (Berk. & Curt.) Rostov. Underlying the mechanism of cucumber response to downy mildew infection is important for breeding improvement and production; however, the research remains largely elusive. A comparative proteomic approach was used to reveal the differential accumulation of the proteomes from leaves of cucumber (susceptible line and resistant line) that were inoculated with P. cubensis or not by two-dimensional electrophoresis and MALDI-TOF/TOF MS. A total of 76 protein spots were successfully identified with significant changes in abundance (> 2-fold, P < 0.05) in downy mildew infected or not leaves for the susceptible line and resistant line. By the functional annotation, these proteins were classified into 8 groups including photosynthesis (29%), energy and metabolism (29%), cell rescue and defense (17%), and protein biosynthesis, folding and degradation (13%), unclassified (7%), nucleotide metabolism (3%), signal transduction (1%) and cellular process (1%). Among the 17 differentially expressed proteins between the resistant and susceptible cucumber line, most of the protein spots were concentrated in cell rescue and defense (4) and energy and metabolism (4). Moreover, a schematic diagram containing majority of the metabolic pathways of cucumber leaves in response to downy mildew was proposed. This network revealed the positive effect of several functional components in cucumber seedlings' resistant to downy mildew such as accumulation of energy supply and resistance-related proteins, hastened protein metabolism and photorespiratory, inhibited photosynthesis, and triggered photosystem repair and programmed cell death. Taken together, these results have advanced a further understanding of the key metabolic pathways of cucumber resistance to downy mildew and pathogen control in the proteomic level.