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Cucumber (Cucumis sativus L.), sensitive to cold stress, is one of the most economically important vegetables. Here, we systematically investigated the roles of exogenous glycine betaine, chitosan, and chitosan oligosaccharide in alleviating cold stress in cucumber seedlings. The results showed that 50 mg·L−1 chitosan oligosaccharide had the best activity. It effectively increases plant growth, chlorophyll content, photosynthetic capacity, osmotic regulatory substance content, and antioxidant enzyme activities while reducing relative electrical conductivity and malondialdehyde levels in cucumber seedlings under cold stress. To reveal the protective effects of chitosan oligosaccharide in cold stress, cucumber seedlings pretreated with 50 mg·L−1 chitosan oligosaccharide were sampled after 0, 3, 12, and 24 h of cold stress for transcriptome analysis, with distilled water as a control. The numbers of differentially expressed genes in the four comparison groups were 656, 1274, 1122, and 957, respectively. GO functional annotation suggested that these genes were mainly involved in "voltage-gated calcium channel activity", "carbohydrate metabolic process", "jasmonic acid biosynthetic", and "auxin response" biological processes. KEGG enrichment analysis indicated that these genes performed important functions in "phenylpropanoid biosynthesis", "MAPK signaling pathway—plant", "phenylalanine metabolism", and "plant hormone signal transduction." These findings provide a theoretical basis for the use of COS to alleviate the damage caused by cold stress in plant growth and development. [ABSTRACT FROM AUTHOR]