How to obtain employees’ support for organizational change is more important than ever for leaders in this era. Compassionate leader behavior, which refers to a set of behaviors that leaders adopt to assuage employees’ suffering, has the potential to encourage employees’ proactivity in change. Drawing on the model of proactive motivation, we develop a moderated mediation model outlining how and for whom compassionate leader behavior influences employee pro-change behavior. We conducted a three-wave field survey (N = 275) in 6 companies in China. Our findings revealed that compassionate leader behavior has a positive effect on employee pro-change behavior by increasing employees’ change self-efficacy and decreasing their cynicism about organizational change. Moreover, employees’ workplace anxiety weakens the relationship between employees’ cynicism about organizational change and their pro-change behavior. By doing so, we highlight the constructive role of compassion in change management and offer meaningful insights for practice.