var fs = require('fs');

var page=this;

var result = page.evaluate(function() {

    var out;
    $.ajax({
        'async' : false,
        'url' : 'fullurltodownload.csv',
        'success' : function(data, status, xhr) {
            out = data;
        }
    });
    return out;

});

fs.write('mydownloadedfile.csv', result);
[download]

Found something here http://stackoverflow.com/questions/31564215/how-to-download-a-csv-file-using-phantomjs.