Studies have established that employee job crafting, i.e. the proactive changes made in one’s work through balancing available job demands and resources, results in various positive outcomes at the individual, job, and organisational levels. Drawing on perspectives from the job demands-resources (JD-R) and conservation of resources (COR) theories, our model of proactive job crafting sheds light on the mechanisms through which job crafting influences employee job performance. Further, recent burnout literature advocates the investigation of more anticipatory or proactive coping mechanisms that reduce the effects of negative conditions as well as facilitate positive outcomes. Also, there is an increasing emphasis on including individual resources in explaining stress and burnout. Given the individual resourcefulness in undertaking change initiatives, we position job crafting as a proactive coping mechanism which is also instrumental in reducing negative or detrimental outcomes. Taking cognisance of the rising levels of stress and strain in today’s work life, we examine how employees proactively craft their jobs to avoid stress and burnout and become better performers. We ground our study in the under-researched occupational health context of knowledge workers, increasingly being recognised as suffering from high levels of job demands and pressures. Structural equation models on survey data from 268 IT management professionals demonstrate the proactive coping effect of job crafting in decreasing role stress and burnout, and increasing psychological availability, through multiple mediation effects in improving job performance. In the light of employees influencing their own job characteristics through proactive efforts of job crafting, this study suggests the practical importance of focussing on individual perspectives when considering performance outcomes.