Cucumber is an important vegetable worldwide, and powdery mildew (PM) is a common and serious disease of cucumbers. Breeding disease-resistant cucumber varieties is the most advantageous strategy to control this disease. In recent years, exploration and identification of cucumber PM resistance genes have achieved great advancement, and many genes have been cloned and verified using different methods. However, the resistance mechanism of cucumber PM is still unclear, and many ambiguities need to be elucidated urgently. In this review, we summarized the research advances in PM resistance in cucumbers, including genetic analysis, quantitative trait locus mapping, map-based cloning, transcriptomics, mlo-mediated PM resistance, and mining of noncoding RNAs involved in resistance. Finally, the research directions and the problems that need to be solved in the future were discussed.