Cucumber (Cucumis sativus L.) is a vital vegetable crop worldwide. Mg2+ and NO3− in the surface soil are the major limiting factors to continuous cropping in the main cucumber-producing areas of Shandong province in China. This study aimed to understand the magnesium nitrate- adaption in cucumber. Using a relatively salt tolerant cultivar ‘MC2065’ as experiment material, we analyzed the rate of water loss and changes in transcriptome profiles of cucumber leaves treated with 80 mM Mg(NO3)2 at different wilting stages for 0, 3, 12, and 24 h (T0-CK, T3, T12, T24 groups, respectively). The results showed that magnesium nitrate stress increased the rate of water loss in leaves. A total of 7465 differentially expressed genes (DEGs) were identified from a pool of 15923 genes. The maximum number of DEGs (4373) were observed at T12 vs. T0. For T3 vs. T0 and T24 vs. T0, there were 3763 and 3889 DEGs, respectively. Statistical analysis of gene expression showed 1075 DEGs significant expressed at T3, T12 and T24, compared to CK. Gene Ontology (GO) gene functional analysis of the DEGs identified 52 functionally enriched groups, within the categories of metabolic process, cell part and catalytic activity. Kyoto Encyclopedia of Genes and Genomes (KEGG) analysis found DEGs related to plant hormone signal transduction (ko04075) and DNA replication of secondary metabolites were significantly in 86 pathways. Notably, the SAUR family in auxin signal transduction pathway had the highest number of DEGs, followed by PYL and ARR family in abscisic acid and cytokinin pathway. The unique DEGs identified in this study provide crucial information for further study on salt response mechanisms and genetic enhancement of salt resistance in cucumber.