UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 8-K

CURRENT REPORT

PURSUANT TO SECTION 13 OR 15(D) OF THE

SECURITIES EXCHANGE ACT OF 1934

Date of Report (Date of earliest event reported): May 1, 2012 (May 1, 2012)

Rex Energy Corporation

(Exact name of registrant as specified in its charter)

476 Rolling Ridge Drive, Suite 300

State College, Pennsylvania 16801

(Address of Principal Executive Office and Zip Code)

(814) 278-7267

(Registrant’s telephone number, including area code)

Not Applicable

(Former name or former address, if changed since last report)

Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligations of the registrant under any of the following provisions:

Item 2.02 Results of Operations and Financial Condition.

On May 1, 2012, Rex Energy Corporation (“Rex Energy”) issued a press release announcing its financial results for first quarter 2012. A copy of the press release is attached as Exhibit 99.1 to this Current Report on Form 8-K and incorporated herein by reference.

In accordance with General Instruction B.2 of Form 8-K, the information under this heading, including the related Exhibit 99.1, shall not be deemed “filed” for purposes of Section 18 of the Securities Exchange Act of 1934, as amended, or otherwise subject to the liabilities of that section, nor shall it be deemed incorporated by reference in any filing under the Securities Act of 1933, as amended, except as shall be expressly set forth in such a filing.

Item 7.01 Regulation FD Disclosure.

On May 1, 2012, Rex Energy made available on its website two presentations: a slide deck for the “Rex Energy First Quarter Conference Call” and the “Rex Energy Corporate Presentation May 2012,” both of which can be accessed by going to www.rexenergy.com, selecting the “Investor Relations” tab, and then selecting the “Events & Presentations” tab. The presentations will be available on the company’s website through June 1, 2012.

Mr. Lance T. Shaner, Chairman of the Board of Rex Energy, has entered into a Trading Plan with J.P. Morgan Securities LLC. The Trading Plan is intended to comply with the requirements of Rule 10b5-1 promulgated by the Securities and Exchange Commission under Section 10(b) of the Securities Exchange Act of 1934, as amended. The Trading Plan covers the potential sales by Mr. Shaner, certain affiliated trusts, and the Shaner Family Foundation of up to 3 million shares of the Company’s common stock during the period commencing May 1, 2012 and ending on December 31, 2012. The trading plan is part of a long-term strategy adopted to enable Mr. Shaner, certain affiliated trusts and the Shaner Family Foundation structure to diversify their investment portfolios.

Item 9.01 Financial Statements and Exhibits.

(d) Exhibits.

SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

EXHIBIT INDEX