Reliable motion forecasting of surrounding agents is essential for ensuring the safe operation of autonomous vehicles. Many existing trajectory prediction methods rely heavily on high-definition (HD) maps as strong driving priors. However, the availability and accuracy of these priors are not guaranteed due to substantial costs to build, localization errors of vehicles, or ongoing road constructions. In this paper, we introduce MFTP, a Map-Free Trajectory Prediction method that offers several advantages. First, it eliminates the need for HD maps during inference while still benefiting from map priors during training via knowledge distillation. Second, we present a novel hierarchical encoder that effectively extracts spatial-temporal agent features and aggregates them into multiple trajectory queries. Additionally, we introduce an iterative decoder that sequentially decodes trajectory queries to generate the final predictions. Extensive experiments show that our approach achieves state-of-the-art performance on the Argoverse dataset under the map-free setting.