Exogenous proline (PRO) at low concentrations can enhance drought stress tolerance in different application modes such as application to rooting medium, foliar spray, and seed soaking. However, there is no information about which application mode is more effective for increasing the drought tolerance. Comparative effects of 1, 10, and 20 mM PRO applications through three application modes to hydroponically grown seedlings were examined under short-term drought stress in maize seedlings. Effects on leaf water potential, membrane damage, chlorophyll content, proline level, and gas exchange parameters such as net photosynthetic rate (Pn), transpiration rate (E), stomatal conductance (gs), and substomatal CO2 concentration (Ci) were compared. Results indicated that PRO pretreatments raised the water potential, chlorophyll content, Pn, E, gs, and Ci but lowered the malondialdehyde content in the three application modes as compared to the untreated plants. Of the three different modes of PRO pretreatment, rooting medium treatment at 1 mM concentration was also more effective in alleviating stress-induced damages in maize seedlings. Moreover, effectively applied PRO increased the maximum quantum efficiency of PS II, quantum yield of PS II photochemistry, photochemical quenching, and electron transport rate but decreased nonphotochemical quenching of chlorophyll fluorescence under short-term drought stress. In conclusion, exogenous PRO was markedly more effective in the root-treated mode than in foliar spray or seed soaking mode, suggesting that PRO had a different ameliorating effect in different application modes. Proline application in an effective mode can induce photochemical efficiency under short-term drought in maize.