Plant pathogens secrete effector proteins to overcome host immunity and promote colonization. In oomycete plant pathogens, the expression of many effector genes is altered upon infection; however, the regulatory mechanisms are unclear. In this study, we identified a su(var)3-9, enhancer of zeste, and trithorax (SET) domain protein-encoding gene, PsKMT3, that was highly induced at early infection stages in Phytophthora sojae. Deletion of PsKMT3 led to asexual development and pathogenicity defects. Chromatin immunoprecipitation followed by sequencing (ChIP-seq) and western blot analyses demonstrated that histone H3K36 trimethylation (H3K36me3) was significantly reduced genome-wide in mutants. RNA-seq analysis identified 374 genes encoding secreted proteins that were differentially expressed in pskmt3 at the mycelium stage. The significantly altered genes encompassed the RxLR (Arg-x-Lys-Arg) effector gene family, including the essential effector genes Avh23, Avh181, Avh240, and Avh241. Transcriptome analysis at early infection stages showed misregulation of effector gene expression waves in pskmt3. H3K36me3 was directly and indirectly associated with RxLR effector gene activation. Our results reveal a role of a SET domain protein in regulating effector gene expression and modulating histone methylation in P. sojae.