Abiotic stress reduces plant yield and quality. WRKY transcription factors play key roles in abiotic stress responses in plants, but the molecular mechanisms by which WRKY transcription factors mediate responses to drought and osmotic stresses in apple (Malus × domestica Borkh.) remain unclear. Here, we functionally characterized the apple Group Ⅲ WRKY gene MdWRKY115. qRT-PCR analysis showed that MdWRKY115 expression was up-regulated by drought and osmotic stresses. GUS activity analysis revealed that the promoter activity of MdWRKY115 was enhanced under osmotic stress. Subcellular localization and transactivation assays indicated that MdWRKY115 was localized to the nucleus and had a transcriptional activity domain at the N-terminal region. Transgenic analysis revealed that the overexpression of MdWRKY115 in Arabidopsis plants and in apple callus markedly enhanced their tolerance to drought and osmotic stresses. DNA affinity purification sequencing showed that MdWRKY115 binds to the promoter of the stress-related gene MdRD22. This binding was further verified by an electrophoretic mobility shift assay. Collectively, these findings suggest that MdWRKY115 is an important regulator of osmotic and drought stress tolerance in apple.