Theoretical studies suggest that marker-assisted selection (MAS) has case-specific advantages over phenotypic selection (PHE) for selection of quantitative traits. However, few studies have been conducted that empirically compare these selection methods in the context of a plant breeding program. For direct comparison of the effectiveness of MAS and PHE, four cucumber (Cucumis sativus L.; 2n = 2x = 14) inbred lines were intermated and then maternal bulks were used to create four base populations for recurrent mass selection. Each of these populations then underwent three cycles of PHE (open-field evaluations), MAS (genotyping at 18 marker loci), and random mating without selection. Both MAS and PHE were practiced for yield indirectly by selecting for four yield-component traits that are quantitatively inherited with 2-6 quantitative trait loci per trait. These traits were multiple lateral branching, gynoecious sex expression (gynoecy), earliness, and fruit length to diameter ratio. Both MAS and PHE were useful for multi-trait improvement, but their effectiveness depended upon the traits and populations under selection. Both MAS and PHE provided improvements in all traits under selection in at least one population, except for earliness, which did not respond to MAS. The populations with maternal parents that were inferior for a trait responded favorably to both MAS and PHE, while those with maternal parents of superior trait values either did not change or decreased during selection. Generally, PHE was most effective for gynoecy, earliness, and fruit length to diameter ratio, while MAS was most effective for multiple lateral branching and provided the only increase in yield (fruit per plant).