Cucumbers can in fact turn yellow, though it is most likely a sign that they are overly ripe. There are a few things you can do to make sure that you do not pick your cucumbers before they are fully matured and ready, such as making sure they are at least six inches in length.
If your cucumbers are still yellow, you will want to avoid picking them until they turn green. In the event that the leaves on your cucumber plant have turned yellow, it is most likely a sign that they are getting too much water. Cucumbers are usually picked by size, ranging from 2-8 inches in length. The best size to pick a cucumber at will depend entirely on the variety that you are growing.