Based on the stressor‐emotion model, we propose that negative affect mediates the relationship between three role stressors (i.e., role ambiguity, role conflict, and role overload) and counterproductive work behavior (CWB), while proactive personality moderates the relationships between negative affect, role stressors, and CWB. We tested our hypotheses using data from 332 employees in Mainland China. We found that negative affect mediated the relationships between the three dimensions of role stressors and CWB. Role ambiguity was most strongly associated with CWB, followed by role conflict and then role overload. Proactive personality moderated the role ambiguity‐negative affect, role conflict‐negative affect, and negative affect‐CWB relationships, but not the relationship between role overload and negative affect.