Scholars have emphasized the importance of supervisory feedback in improving individual performance. Subordinates benefit from clear communication of organizational goals and expected behaviors of employees, which are linked to the improvement of individual performance and organizational effectiveness. We examine the dynamic relationship between feedback on performance and individual performance, which is mediated by performance goal clarity. Given the potential influence of contextual factors on the relationship, we also test the moderation effect of autonomy on the relationship between performance goal clarity and individual performance. The data collected from the local government workforce in Korea were analyzed through structural equation modeling. The findings show that performance feedback is significantly and positively related to individual performance, mediated by performance goal clarity. In addition, the mediation effect of performance goal clarity was positively moderated by autonomy. The results imply that performance feedback can contribute to the improvement of individual performance by helping employees clearly understand the performance goals they need to accomplish. The higher levels of autonomy may promote the positive link between a clear understanding of performance goals and individual performance.