The school-to-work transition (STWT) period is crucial for students, and a protean career orientation (PCO) is important for a successful transition. The present study aimed to examine the effects of PCO on proactive career behaviors, the underlying mechanisms, and the development of PCO using a coaching approach. Study 1 was conducted based on 250 Chinese undergraduate and postgraduate students during STWT using self-reported questionnaires. Statistical results showed that PCO positively predicted proactive career behaviors and mediated by vocational identity and career adaptability. In Study 2, a randomized controlled trial was used to implement a coaching program that aimed at improving PCO and associated positive career outcomes. Statistical analyses found that the intervention group showed significant improvements in PCO, and the increase in PCO positively predicted increases in career adaptability, vocational identity, and proactive career behaviors.