The growth and development of plants are closely tied to growth stages, such as germination, flower bud differentiation, photosynthesis, water and fertilizer use efficiency, stress resistance, etc. Previous studies on the stress resistance of plants with different leaf stages have primarily focused on single-factor environmental conditions. However, there has been a lack of systematic research on the physiology of plant seedlings under combined high-temperature and high-humidity (HH) stress, and the relationship between cucumber growth stages and HH tolerance remains unclear. In this study, we analyzed the phenotype, photosynthetic characteristics, reactive oxygen species content, and antioxidant enzyme activity of cucumber seedlings at 1-, 2-, 3-, and 4-leaf stages under control (25 °C + 80%RH, CK) and HH (42 °C + 95%RH) stress, aiming to clarify the relationship between growth stage and cucumber HH tolerance. The results indicated that the HH tolerance of cucumber seedlings increases with leaf stage. Seedlings at 1-leaf and 2-leaf stages were most sensitive to HH, whereas 4-leaf seedlings showed the greatest tolerance. Under HH stress, the biomass, chlorophyll content, net photosynthetic rate, and photosynthetic electron transfer rate were significantly reduced compared to CK. Simultaneously, there was an increase in reactive oxygen species content and antioxidant enzyme activity. The relative values for dry weight, total chlorophyll content, net photosynthetic rate, Fv/Fm, qP, ETR, and Y (II) in 1-leaf and 2-leaf seedlings were significantly lower, while ROS accumulation and changes in antioxidant enzyme activity were significantly higher compared to 4-leaf seedlings. This lays a foundation for future studies on the growth and physiological response of cucumber plants at different growth stages under varying temperature and humidity combined stresses.