By applying three different LED light treatments, designated as blue (B), red (R)/blue (B), red (R) and white (W) light, as well as the control, the effect on Diplotaxis tenuifolia phenotype (yield and quality), and physiological, biochemical, and molecular status, as well as growing system resource use efficiency, was examined. We observed that basic leaf characteristics, such as leaf area, leaf number, relative chlorophyll content, as well as root characteristics, such as total root length and root architecture, remained unaffected by different LEDs. Yield expressed in fresh weight was slightly lower in LED lights than in the control (1113 g m−2), with R light producing the least (679 g m−2). However, total soluble solids were significantly affected (highest, 5.5° Brix, in R light) and FRAP was improved in all LED lights (highest, 191.8 μg/g FW, in B) in comparison to the control, while the nitrate content was less (lowest, 949.2 μg/g FW, in R). Differential gene expression showed that B LED light affected more genes in comparison to R and R/B lights. Although total phenolic content was improved under all LED lights (highest, 1.05 mg/g FW, in R/B), we did not detect a significant amount of DEGs in the phenylpropanoid pathway. R light positively impacts the expression of the genes encoding for photosynthesis components. On the other hand, the positive impact of R light on SSC was possibly due to the expression of key genes being induced, such as SUS1. In summary, this research is an integrative and innovative study, where the exploration of the effect of different LED lights on rocket growing under protected cultivation, in a closed chamber cultivation system, was performed at multiple levels.