Heat shock is considered an abiotic stress for plant growth, but the effects of heat shock on physiological responses of cucumber plant leaves with and without downy mildew disease are still not clear. In this study, cucumber seedlings were exposed to heat shock in greenhouses, and the responses of photosynthetic properties, carbohydrate metabolism, antioxidant enzyme activity, osmolytes, and disease severity index of leaves with or without the downy mildew disease were measured. Results showed that heat shock significantly decreased the net photosynthetic rate, actual photochemical efficiency, photochemical quenching coefficient, and starch content. Heat shock caused an increase in the stomatal conductance, transpiration rate, antioxidant enzyme activities, total soluble sugar content, sucrose content, soluble protein content and proline content for both healthy leaves and downy mildew infected leaves. These results demonstrate that heat shock activated the transpiration pathway to protect the photosystem from damage due to excess energy in cucumber leaves. Potential resistance mechanisms of plants exposed to heat stress may involve higher osmotic regulation capacity related to an increase of total accumulations of soluble sugar, proline and soluble protein, as well as higher antioxidant enzymes activity in stressed leaves. Heat shock reduced downy mildew disease severity index by more than 50%, and clearly alleviated downy mildew development in the greenhouses. These findings indicate that cucumber may have a complex physiological change to resist short-term heat shock, and suppress the development of the downy mildew disease.