Studies have documented that career exploration is significantly associated with CDSE, but how this association occurred is not clear yet. This study committed to clarifying the mechanism underlying the relationship between career exploration and CDSE by investigating the mediation effect of work volition and career adaptability among 586 pre-service kindergarten teachers. The participants are recruited from Ningxia Hui Autonomous Region in northwest China, covering Han, Hui, and other minorities. They took part in a two-wave (6 months apart) longitudinal survey and reported on their career exploration at T1, work volition, career adaptability, and career decision self-efficacy (CDSE) at T2. Results showed that T1 career exploration is directly related to the T2 CDSE. Further, career exploration contributed to the CDSE through both the separated mediation path and the chained mediation path of T2 work volition and T2 career adaptability. The results suggest that individuals who engage in more career exploration activities are likely to have more confidence in their abilities to make career decisions over time, which was partially and serially explained by individuals’ perception of capacity despite constraints and greater self-regulatory strength. This study is a first attempt to deeply clarify the link between career exploration and CDSE, and the findings shed light on the independent and serial mediating effects of work volition and career adaptability. The implications and limitations are discussed.