Researchers have shown that long non‐coding RNAs (lncRNAs) and circular RNAs (circRNAs) act as competitive endogenous RNAs (ceRNAs) and are mutually regulated by competition for binding to common microRNA response elements (MREs). However, a comprehensive identification and analysis of lncRNAs and circRNAs as ceRNAs have not yet been completed in cucumber (Cucumis sativus L.) exposed to high‐temperature stress. In our study, 32 663 coding transcripts, 2085 lncRNAs, 2477 circRNAs and 348 differentially expressed miRNAs were identified using RNA sequencing. In addition, six heat‐stress‐responsive miRNAs (five known and one novel miRNAs) and eight lncRNAs were selected for qPCR to confirm their expression profiles. By analyzing the cis effects of lncRNAs, we constructed a lncRNA‐mRNA co‐expression network. Based on the results, the corresponding lncRNAs play a regulatory role in the stress response in cucumber plants. In our study, the PatMatch software was used to predict the potential function of lncRNAs and circRNAs as ceRNAs. A total of 18 lncRNAs and seven circRNAs were predicted to bind to 114 differentially expressed miRNAs and compete with 359 mRNAs for miRNA binding sites. These mRNAs are predicted to be involved in various pathways, such as plant hormone signal transduction, plant–pathogen interaction and glutathione metabolism. Among them, TCONS_00031790, TCONS_00014332, TCONS_00014717, TCONS_00005674, novel_circ_001543 and novel_circ_000876 may interact with miR9748 by plant hormone signal transduction pathways in response to high‐temperature stress. Moreover, indole‐3‐acetic acid (IAA) and 1‐aminocyclopropane‐l‐carboxylic acid (ACC) levels decreased in the high‐temperature treatment group, indicating that IAA and ethylene signaling might be involved in response to high‐temperature stress. In this study, we conducted a full transcriptomic analysis in response to high‐temperature stress in cucumber and, for the first time, integrated the potential ceRNA functions of lncRNAs/circRNAs. The results provide a basis for studying the potential functions of lncRNAs/circRNAs in response to high‐temperature stress.