Chinese society often circulates the phrase “character determines fate.” In fact, human personality and thinking habits are important factors which can influence mental health. Additionally, Chinese society is deeply influenced by the cultural traditions of relationalism, and interpersonal interactions often have specific ethical norms. Therefore, these are also prone to psychological stress. However, some specific thoughts can also be the way to self-cultivation in the same cultural system. Yunafen is one of these cultural wisdom, in which the belief related to the resolution of interpersonal dilemmas and reduces mental stress. In order to understand whether it has the possible regulatory effect, the main purpose of the study is to explore the impact of undergraduate students’ proactive level of personality on their coping flexibility and take the yuanfen belief, a cultural mindset in Chinese social relationship, as the moderator variable. The main findings reveal that proactive personality can effectively predict coping flexibility and participants with higher level of proactive personality have higher scores of coping flexibility. The “accepting type of yuanfen belief” has no significant moderation effect, but the “knowing type of yuanfen belief” does. This shows that proactive personality has a strong impact on coping flexibility when the “knowing type of yuanfen belief” is high. Participants with high proactive personality have optimal coping flexibility when they have higher cultural cognition of “knowing type of yuanfen belief.” However, participants with low proactive personality have optimal coping flexibility when they have lower cultural cognition of “knowing type of yuanfen belief.” In conclusion, the specific cultural belief may have psychological adjustment effects, but it should encompass the situational and personal factors to develop the cultural intervention. Theoretical and practical implications are also discussed.