Though job demands and stressors are demonstrated to cause a change in individual proactive personality change, it is unknown whether and how performance pressure changes individual proactive personality. Drawing on self-regulation theory and cognitive appraisal of stress theory, the current research seeks to explore the effect of performance pressure change on proactive personality change via promotion- and prevention-regulatory focus. With a sample of 151 full-time employees and 453 weekly responses (3 surveys each week across 3 weeks), the hypotheses were tested using latent change score modeling. We found that performance pressure change is positively related to proactive personality change via the change in prevention regulatory focus and negatively related to proactive personality change via the change in promotion regulatory focus. The current research sheds light on the mechanisms by which stressful demands affect the change of individual personality. Theoretical and practical implications are discussed in detail.