The proactive dimension of human behavior is rooted in one’s need to create and control the environment. Individuals prefer to do things actively and creatively rather than being counteractive. The dynamics of the job market demand that individuals are increasingly independent and proactive, can easily adapt to change, and create their own future. This way of understanding a newcomer’s activity corresponds to proactive coping. The main goal of this study was to investigate the role of proactive coping of workers in a new workplace and in job adaptation outcomes, namely well-being. Data was collected from newly employed workers (N = 172) who agreed to participate in the study within a longitudinal evaluation design (one pre-test and a double post-test) during their first six months in a new workplace. Overall, the study demonstrates that proactive coping improves the adaptation of new employees, costing them less emotionally as they adjust to their new workplace. Additionally, the employees’ pre-entry experience (previously unemployed vs previously employed) moderated the relation between the analyzed variables.