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While employee proactivity has been hailed in management literature as a critical characteristic enabling an organization to accomplish its goals, little is known about how public sector employees exert proactivity at work. This study examines the effect of individual and contextual factors that enhance proactive work behavior among public sector employees. Using two samples of nonprofit hospital employees and part-time graduate students working in the public sector, we investigate the role of the need for cognition and psychological safety in promoting proactive behavior at work. We also examine the mediating role of self-efficacy in the relationship between the two antecedents and proactive behavior. We first confirm the measurement invariance across two samples and then examine hypothesized relationships using structural equation modeling. Our results show that both the need for cognition and perceived psychological safety promote proactive behavior through the mediation of employee’s role breadth self-efficacy.