This study aims to investigate the role of daily vitality as an energy-based mechanism through which sleep quantity and quality relate to proactive behavior. In addition, we propose that daily self-efficacy forms a contingency condition in that self-efficacy facilitates the translation of vitality into proactive behavior. We conducted a 7-day diary study based on a sample of 66 employees who completed surveys 3 times daily. We used multilevel regression analyses to test the hypotheses while controlling for the 1-day lagged measures of vitality and proactivity. The results provide evidence for a model of moderated mediation. Sleep quality but not quantity predicted an increase in daily vitality. Self-efficacy moderated the relationship between vitality and daily proactivity such that this relationship was stronger when self-efficacy was reported to be high rather than low. The conditional effect mediated by vitality was significant for sleep quality but not for sleep quantity and occurred at the within-person level of analysis. These results suggest that organizations aiming to boost daily proactivity in employees can benefit from increasing employees’ self-efficacy and supporting them in developing strategies to ensure sufficient vitality. One such strategy is improving sleep quality. This study extends the literature on dynamics in proactive work behavior and its well-being-related antecedents by exploring both vitality as an underlying energetic mechanism and daily self-efficacy as a boundary condition.