Cucumber (Cucumis sativus L.) is one of the most popular cultivated vegetable crops but it is intrinsically sensitive to cold stress due to its thermophilic nature. To explore the molecular mechanism of plant response to low temperature (LT) and the mitigation effect of exogenous nitric oxide (NO) on LT stress in cucumber, transcriptome changes in cucumber leaves were compared. The results showed that LT stress regulated the transcript level of genes related to the cell cycle, photosynthesis, flavonoid accumulation, lignin synthesis, active gibberellin (GA), phenylalanine metabolism, phytohormone ethylene and salicylic acid (SA) signaling in cucumber seedlings. Exogenous NO improved the LT tolerance of cucumber as reflected by increased maximum photochemical efficiency (Fv/Fm) and decreased chilling damage index (CI), electrolyte leakage and malondialdehyde (MDA) content, and altered transcript levels of genes related to phenylalanine metabolism, lignin synthesis, plant hormone (SA and ethylene) signal transduction, and cell cycle. In addition, we found four differentially expressed transcription factors (MYB63, WRKY21, HD-ZIP, and b-ZIP) and their target genes such as the light-harvesting complex I chlorophyll a/b binding protein 1 gene (LHCA1), light-harvesting complex II chlorophyll a/b binding protein 1, 3, and 5 genes (LHCB1, LHCB3, and LHCB5), chalcone synthase gene (CSH), ethylene-insensitive protein 3 gene (EIN3), peroxidase, phenylalanine ammonia-lyase gene (PAL), DNA replication licensing factor gene (MCM5 and MCM6), gibberellin 3 beta-dioxygenase gene (GA3ox), and regulatory protein gene (NPRI), which are potentially associated with plant responses to NO and LT stress. Notably, HD-ZIP and b-ZIP specifically responded to exogenous NO under LT stress. Taken together, these results demonstrate that cucumber seedlings respond to LT stress and exogenous NO by modulating the transcription of some key transcription factors and their downstream genes, thereby regulating photosynthesis, lignin synthesis, plant hormone signal transduction, phenylalanine metabolism, cell cycle, and GA synthesis. Our study unveiled potential molecular mechanisms of plant response to LT stress and indicated the possibility of NO application in cucumber production under LT stress, particularly in winter and early spring.