The oomycete pathogen, Pseudoperonospora cubensis, is the causal agent of downy mildew on cucurbits, and at present, no effective resistance to this pathogen is available in cultivated cucumber (Cucumis sativus). To better understand the host response to a virulent pathogen, we performed expression profiling throughout a time course of a compatible interaction using whole transcriptome sequencing. As described herein, we were able to detect the expression of 15,286 cucumber genes, of which 14,476 were expressed throughout the infection process from 1 day post-inoculation (dpi) to 8 dpi. A large number of genes, 1,612 to 3,286, were differentially expressed in pair-wise comparisons between time points. We observed the rapid induction of key defense related genes, including catalases, chitinases, lipoxygenases, peroxidases, and protease inhibitors within 1 dpi, suggesting detection of the pathogen by the host. Co-expression network analyses revealed transcriptional networks with distinct patterns of expression including down-regulation at 2 dpi of known defense response genes suggesting coordinated suppression of host responses by the pathogen. Comparative analyses of cucumber gene expression patterns with that of orthologous Arabidopsis thaliana genes following challenge with Hyaloperonospora arabidopsidis revealed correlated expression patterns of single copy orthologs suggesting that these two dicot hosts have similar transcriptional responses to related pathogens. In total, the work described herein presents an in-depth analysis of the interplay between host susceptibility and pathogen virulence in an agriculturally important pathosystem.