This study examined the main effects of coaching style on task performance as well as the moderating effects of goal orientation and the mediating effects of subjective task complexity on this relationship. Coaching is defined as a practical, goal-focused form of personal, one-on-one learning that is used to improve and develop individual performance. Coaching style refers to how the coach delivers the coaching content (i.e., directive versus problem solving). Data were collected from 78 students in a Hong Kong university between March and May 2008 to test the hypothesised relationships. Participants’ knowledge and skills in using two different software packages (Excel 2007 and PowerPoint 2007 for Windows) were developed in a computer exercise using one of the two coaching styles in three 25-minute coaching sessions. The results showed that directive coaching leads to better task performance after coaching than does problem-solving coaching. Subjective task complexity partially mediates this relationship. A moderated mediation model was also tested. The study found that a proving goal orientation moderates the mediating effect of subjective task complexity on the relationship between coaching style and task performance.