Abiotic stresses such as drought, salinity, and low temperature cause–losses in rice production worldwide. The emergence of transgenic technology has enabled improvements in the drought resistance of rice plants and helped avert crop damage due to drought stress. Selectable marker genes conferring resistance to antibiotics or herbicides have been widely used to identify genetically modified plants. However, the use of such markers has limited the public acceptance of genetically modified organisms. Marker-free materials (i.e., those containing a single foreign gene) may be more easily accepted by the public and more likely to find common use. In the present study, we created marker-free drought-tolerant transgenic rice plants using particle bombardment. Overall, 842 T0 plants overexpressing the rice ascorbate peroxidase-coding gene OsAPX2 were generated. Eight independent marker-free lines were identified from T1 seedlings using the polymerase chain reaction. The molecular characteristics of these lines were examined, including the expression level, copy number, and flanking sequences of OsAPX2, in the T2 progeny. A simulated drought test using polyethylene glycol and a drought-tolerance test of seedlings confirmed that the marker-free lines carrying OsAPX2 showed significantly improved drought tolerance in seedlings. In the field, the yield of the wild-type plant decreased by 60% under drought conditions compared with normal conditions. However, the transgenic line showed a yield loss of approximately 26%. The results demonstrated that marker-free transgenic lines significantly improved grain yield under drought-stressed conditions.