Being proactive at work is mostly positive for well-being.
In a symposium on proactivity in the workplace at the AOM conference, Francesco Cangiano gave an excellent presentation on one of his PhD research studies (co-authored by Sharon Parker and Gillian Yeo). Francesco showed that proactivity mostly has a positive effect on well-being because it helps individuals to feel competent in their work, but it can cause fatigue if leaders are not sufficiently responsive to the proactivity.
Francesco's work is based on the chapter below:
Cangiano, F., & Parker, S. K., (2015). Burden or Resource? How Proactivity Affects Mental Health and Well-Being. In Clarke, S., Probst, T. M., & Guldenmund, F., and Passmore, J. (Eds). The Wiley-Blackwell Handbook of the Psychology of Occupational Safety and Workplace Health. John Wiley & Sons. Accepted 8 June 2015. Click here for the chapter.