Drought is the most severe form of stress experienced by plants worldwide. Cucumber is a vegetable crop that requires a large amount of water throughout the growth period. In our previous study, we identified that overexpression of CsHSFA1d could improve cold tolerance and the content of endogenous jasmonic acid in cucumber seedlings. To explore the functional diversities of CsHSFA1d, we treat the transgenic plants under drought conditions. In this study, we found that the heat shock transcription factor HSFA1d (CsHSFA1d) could improve drought stress tolerance in cucumber. CsHSFA1d overexpression increased the expression levels of galactinol synthase (CsGolS3) and raffinose synthase (CsRS) genes, encoding the key enzymes for raffinose family oligosaccharide (RFO) biosynthesis. Furthermore, the lines overexpressing CsHSFA1d showed higher enzymatic activity of GolS and raffinose synthase to increase the content of RFO. Moreover, the CsHSFA1d-overexpression lines showed lower reactive oxygen species (ROS) accumulation and higher ROS-scavenging enzyme activity after drought treatment. The expressions of antioxidant genes CsPOD2, CsAPX1 and CsSOD1 were also upregulated in CsHSFA1d-overexpression lines. The expression levels of stress-responsive genes such as CsRD29A, CsLEA3 and CsP5CS1 were increased in CsHSFA1d-overexpression lines after drought treatment. We conclude that CsHSFA1d directly targets and regulates the expression of CsGolS3 and CsRS to promote the enzymatic activity and accumulation of RFO to increase the tolerance to drought stress. CsHSFA1d also improves ROS-scavenging enzyme activity and gene expression indirectly to reduce drought-induced ROS overaccumulation. This study therefore offers a new gene target to improve drought stress tolerance in cucumber and revealed the underlying mechanism by which CsHSFA1d functions in the drought stress by increasing the content of RFOs and scavenging the excessive accumulation of ROS.