RNN-Transducer has been one of promising architectures for end-to-end automatic speech recognition. Although RNN-Transducer has many advantages including its strong accuracy and streaming-friendly property, its high memory consumption during training has been a critical problem for development. In this work, we propose to apply sampled softmax to RNN-Transducer, which requires only a small subset of vocabulary during training thus saves its memory consumption. We further extend sampled softmax to optimize memory consumption for minibatch, and employ distributions of auxiliary CTC losses for sampling vocabulary to improve model accuracy. We present experimental results on LibriSpeech, AISHELL-1, and CSJ-APS, where sampled softmax greatly reduces memory consumption and still maintains the accuracy of the baseline model.