Pseudoperonospora cubensis, an oomycete, is the causal agent of cucurbit downy mildew, and is responsible for significant losses on cucurbit crops worldwide. While other oomycete plant pathogens have been extensively studied at the molecular level, Ps. cubensis and the molecular basis of its interaction with cucurbit hosts has not been well examined. Here, we present the first large-scale global gene expression analysis of Ps. cubensis infection of a susceptible Cucumis sativus cultivar, ‘Vlaspik’, and identification of genes with putative roles in infection, growth, and pathogenicity. Using high throughput whole transcriptome sequencing, we captured differential expression of 2383 Ps. cubensis genes in sporangia and at 1, 2, 3, 4, 6, and 8 days post-inoculation (dpi). Additionally, comparison of Ps. cubensis expression profiles with expression profiles from an infection time course of the oomycete pathogen Phytophthora infestans on Solanum tuberosum revealed similarities in expression patterns of 1,576–6,806 orthologous genes suggesting a substantial degree of overlap in molecular events in virulence between the biotrophic Ps. cubensis and the hemi-biotrophic P. infestans. Co-expression analyses identified distinct modules of Ps. cubensis genes that were representative of early, intermediate, and late infection stages. Collectively, these expression data have advanced our understanding of key molecular and genetic events in the virulence of Ps. cubensis and thus, provides a foundation for identifying mechanism(s) by which to engineer or effect resistance in the host.