Students’ learning processes are heavily impeded by the COVID-19 pandemic. Students are experiencing more online learning environment and less face-to-face idea exchange, which may make them feel exhausted and demotivated. Using self-determination and proactivity theories, we propose and examine whether playful study design (PSD)—a proactive study strategy including designing fun and designing competition in learning tasks—is effective in fostering study engagement, which, in turn, improves study goal attainment during the COVID-19 period. Moreover, we examine whether students who are high in proactive personality will benefit more (e.g., reach a higher level of study engagement) when using the PSD strategy. We collected data using a weekly diary approach during four consecutive weeks, including 97 people and 308 within-person observations. Results of multilevel analyses showed that weekly PSD was positively related to weekly study engagement, and in turn, facilitated weekly goal attainment. Moreover, we found that proactive personality moderated and strengthened the positive associations between PSD and goal attainment, study engagement and goal attainment, but not for the relationship between PSD and study engagement. Overall, we provide one of the first attempts to demonstrate how PSD strategy can be used in student study life to improve study engagement and reach their goals. We shed light on how proactive personality can safeguard the success of PSD strategy. Theoretical and practical contributions are discussed.