With the rise of the positive psychology, the researchers have been gradually changing their main emphasis of their studies into the individual positive quality, in which the proactive coping and the concerning of the positive emotions in academics have formed. The proactive coping is a kind of action, which was taken before the advent of pressure. It means a series of efforts of an individual who wants to challenge him or seeking self-development. Studies in the past have found that the social support can not only be able to improve the individual’s positive emotions, but also can improve the positive emotions through the proactive coping. Frequently experiencing of the positive emotions may reduce the possibility of suffering from the depression, and that is the exact goal the psychologists want to achieve. Discussing the interaction mechanism of the social support acting upon the depression, this essay lays more stress on investigating the mediating effect of the proactive coping as well as the positive emotions in this model. This research adopts the longitudinal study design method, and takes use of Social Support Rating Scale (SSRS), Proactive Coping Subscale (PCS), Positive and Negative Affect Scale (PANAS) and Center for Epidemiological Studies Depression Scale (CES-D). The research investigated 181 students from two universities in Beijing, and testing at two time points——at the beginning of the new term and close to the end of the term——time interval for nearly four months. This research took use of Path Analysis to study the influence of the social support acting upon the depression of the students. This paper also discussed the function of the proactive coping and the positive emotions in the whole procedure. The study shows: the proactive coping, the social support and the positive emotions have remarkable relations with the depression of college students. Partially, the proactive coping mediates the relationship of the social support and the positive emotions. In addition, the positive emotions is a mediator between both the social support and the depression, also a mediator between the proactive coping and the depression. In conclusion, the proactive coping is regarded as an intervening variable between the social support and the positive emotions at Time 1.Therefore, with sound social support, we should positively prepare and enhance appropriate proactive coping strategies so as to further strengthen the positive emotions. Besides, the positive emotions at Time 1 is an intervening variable between the social support and the proactive coping at Time 1 and the depression at Time 2.We should encourage individuals actively participate in daily activities, which could enhance their positive emotional experience. In this way, students will effectively prevent depression.