Cucumber, a very important vegetable crop worldwide, is easily damaged by pests. Aphid is one of the most serious cucumber pests and frequently cause severe damage to commercially produced crops. Understanding the genetic mechanisms underlying pest resistance is important for aphid-resistant cucumber varieties breeding. In this study, two parental cucumber lines, JY30 (aphid susceptible) and EP6392 (aphid resistant), and pools of resistant and susceptible (n = 50 each) plants from 1000 F2 individuals derived from crossing JY30 with EP6392, were used to detect genomic regions associated with aphid resistance in cucumbers. The analysis was performed using specific length amplified fragment sequencing (SLAF-seq), bulked segregant analysis (BSA) and single nucleotide polymorphism index (SNP-index) methods. A main effect QTL (quantitative trait locus) of 0.31 Mb on Chr5, including 43 genes, was identified by association analysis. Sixteen of the 43 genes were identified as potentially associated with aphid resistance through gene annotation analysis. The effect of aphid infestation on the expression of these candidate genes screened by SLAF-seq was investigated in EP6392 plants by qRT-PCR. The results indicated that 7 genes including encoding transcription factor MYB59-like (Csa5M641610.1), auxin transport protein BIG-like (Csa5M642140.1), F-box/kelch-repeat protein At5g15710-like (Csa5M642160.1), transcription factor HBP-1a-like (Csa5M642710.1), beta-glucan-binding protein (Csa5M643380.1), endo-1,3(4)-beta-glucanase 1-like (Csa5M643880.1), and proline-rich receptor-like protein kinase PERK10-like (Csa5M643900.1), out of the 16 genes were down regulated after aphid infestation, whereas 5 genes including encoding probable leucine-rich repeat receptor-like serine/threonine-protein kinase At5g15730-like (Csa5M642150.1), Stress-induced protein KIN2 (Csa5M643240.1 and Csa5M643260.1), F-box family protein (Csa5M643280.1), F-box/kelch-repeat protein (Csa5M643290.1), were up-regulated after aphid infestation. The gene Csa5M642150.1, encoding probable leucine-rich repeat receptor-like serine/threonine-protein kinase At5g15730-like, was most likely a key candidate gene in cucumber plants in response to infestation. This study provides a certain theoretical basis of molecular biology for genetic improvement of cucumber aphid resistance and aphid resistant variety breeding.