Water scarcity and climate variability impede the realization of satisfactory vegetable yields in arid regions. It is imperative to delve into high-productivity and water-use-efficient protected cultivation systems for the sustained supply of vegetables in harsh arid climates. A strenuous effort was made to find suitable protected structures and levels of irrigation for greenhouse cucumber production in hot arid zones of India. In this endeavor, the effects of three low-tech passively ventilated protected structures, i.e., naturally ventilated polyhouse (NVP), insect-proof screenhouse (IPS) and shade screenhouse (SHS), as well as three levels of irrigation (100%, 80% and 60% of evapotranspiration, ET) were assessed for different morpho-physiological, yield and quality traits of the cucumber in a two-year study. Among the low-tech protected structures, NVP was found superior to IPS and SHS for cucumber performance, as evidenced by distinctly higher fruit yields (i.e., 31% and 121%, respectively) arising as a result of higher fruit number/plants and mean fruit weights under NVP. The fruit yield decreased in response to the degree of water shortage in deficit irrigation across all protected structures. However, the interaction effect of the protected structure and irrigation regime reveals that plants grown under moderate deficit (MD, 20% deficit) inside NVP could provide higher yields than those obtained under well-watered (WW, 100% of ET) conditions inside IPS or SHS. Plant growth indices such as vine length, node number/plant, and shoot dry mass were also measured higher under NVP. The greater performance of cucumber under NVP was attributed to a better plant physiological status (i.e., higher photosystem II efficiency, leaf relative water content and lower leaf water potential). The water deficit increased water productivity progressively with its severity; it remained higher in NVP, as reflected by 20% and 94% higher water productivity than those recorded in IPS and SHS, respectively, across different irrigation levels. With the exception of total soluble solids and fruit dry matter content (which were recorded higher), fruit quality parameters were reduced under water deficit conditions. The findings of this study emphasize the importance of considering suitable low-tech protected structures (i.e., NVP) and irrigation levels (i.e., normal rates for higher yields and moderate deficit (−20%) for satisfactory yields) for cucumber in hot arid regions. The results provide valuable insights for growers as well as researchers aiming to increase vegetable production under harsh climates and the water-limiting conditions of arid regions.