To enhance the drying quality of Rosa roxburghii fruit, this study examined the effects of four methods: Natural Drying (ND), Hot Air Drying (AD), Heat Pump Drying (PD), and Vacuum Freezing Drying (FD). Fresh R. roxburghii fruit was used to assess drying characteristics, color, microstructure, active ingredient content, antioxidant activity, and volatile substances. Drying times for ND, AD, PD, and FD were 28, 7, 6, and 21 h, respectively, with the rate order PD > AD > FD > ND. AD samples showed superior water-binding capacity, solubility, and highest levels of flavonoids and polyphenols, enhancing antioxidant activity. FD samples had the best color performance and retained more intact cell structures and higher Vitamin C and polysaccharide levels. Volatile compounds were analyzed, revealing 45, 60, 61, and 50 compounds for ND, AD, PD, and FD, respectively. AD proved to be the most efficient method, providing optimal drying time, color, active ingredient content, antioxidant activity, and volatile components. This finding offers valuable guidance for selecting a drying method that preserves the quality of dried R. roxburghii fruit and suits industrial production.