Drought limits plant growth and crop yield worldwide and more frequent occurrences of water shortages are expected according to climate change projections. However, relatively little is known about whether the spraying of plants leaves with hydrogen peroxide (H2O2) would alleviate the symptoms of drought stress. In this study, 3-week-old cucumber seedlings exposed to different soil water contents (non-limiting soil water conditions, medium drought, and severe drought) were foliar-sprayed with 1.5mM H2O2. Growth, photosynthesis and oxidative defense system were determined after one week of treatment. Results showed that exogenous H2O2 significantly increased biomass, leaf relative water content (RWC) and chlorophyll content, coupled with increased net photosynthetic rate (Pn), especially under medium drought. Meanwhile, superoxide anion radicals (O2−), electrolyte leakage and malondialdehyde (MDA) levels decreased whereas the activities of key antioxidant enzymes superoxide dismutase (SOD) and peroxidase (POD) as well as soluble sugar and proline contents increased in H2O2-treated plants. Hence, exogenously applied H2O2 considerably improved drought tolerance of cucumber plants by increasing the plant antioxidative defense system and the capacity for osmotic adjustment to alleviate membrane lipid peroxidation and to reestablish cell turgor, and thereby increasing photosynthesis, particularly under medium drought.