Through Lazarus' cognitive appraisal lens, the paper focuses on both single and combined moderating effects of the achievement goal orientation in the mechanism by which work stress is generated. Based on the regression analysis of 744 samples, the results demonstrate that: Performance goal orientation and the combination of learning goal orientation and performance goal orientation can significantly moderate the relationship between job demands and work stress, but learning goal orientation has no significant moderating effect on the relationship between job demands and job strain. This paper discusses implications according to empirical results and gives suggestions for stress-relieving: Managers shouldn't use performance management tools overly, and shouldn't emphasize employee learning solely. Supervisors should guide employees toward learning under the condition of low performance pressure.