Knowledge of rice (Oryza sativa L.) genes and various DNA markers can be used in genomic breeding programs aimed at developing improved elite rice cultivars. We used an efficient genomic breeding approach to pyramid four resistance genes (Pi2, Xa23, Bph14, and Bph15) in the popular photoperiod- and thermo-sensitive genic male sterile (PTGMS) rice line Feng39S. We performed foreground selection for the target genes, followed by recombinant selection and background selection. This process reduced the sizes of the genomic segments harboring the target genes (566.8 kb for Pi2, 1143.9 kb for Xa23, 774.7 kb for Bph14, and 1574.9 kb for Bph15) and accelerated the recovery of the recurrent parent genome to proportions ranging from 98.77% to 99.16%, thus resulting in four near-isogenic lines. To assemble the four resistance genes in Feng39S, we performed a double-way cross combined with foreground and background selection to generate two improved lines of Feng39S (Pi2 + Xa23 + Bph14 + Bph15) with a recurrent parent genome recovery of 98.98%. The two lines showed agronomic performance, grain quality, and fertility–sterility transition characteristics similar to those of the original Feng39S line. The newly developed PTGMS lines and corresponding hybrid combinations were resistant to various field blast isolates and seven representative isolates of bacterial blight. At the seedling stage, the lines also showed resistance against brown planthopper. This study provides an efficient and accurate genomic breeding approach for introducing desirable traits into PTGMS lines.