Facing the ambiguous and rapidly changing business environment, organizations’ and employees’ abilities to respond to the environment have become critical. This leads to the increasing needs to explore the factors of employees’ adaptive performance, such as leadership, and the processes of the factors interacting with adaptive performance. This study was to examine the impact of coaching leadership on employees’ adaptive performance and the meditating role of employees’ learning goal orientation between coaching leadership and adaptive performance. Based on the data collected from employees in various industries, the results demonstrated the positive effect of coaching leadership on employees’ learning goal orientation and adaptive performance. In addition, the results proved the partial mediating effect of learning goal orientation between coaching leadership and adaptive performance. This study indicated the important role of coaching leadership in employees’ adaptive performance and provided a clearer framework of how to increase employees’ adaptive performance.