Future-oriented coping is a strategy for coping with events that may happen in the future, including efforts to ensure positive outcome and protection from potential threats. Appropriate future-oriented coping is essential for well-being and influences mental health and life satisfaction. However, little is known about the neural mechanism of future-oriented coping. We examined the neural basis of this coping strategy using resting-state functional connectivity analysis. Thirty healthy volunteers underwent resting-state functional magnetic resonance imaging scanning and completed the Future-Oriented Coping Inventory. Seed-based functional connectivity analysis was used to investigate potentially correlated regions, with 11 nodes in the default mode network defined as regions of interest. Multiple regression analysis was performed to measure the correlation between coping behavior and functional connectivity. We found that proactive coping was significantly correlated with the functional connectivity strength between the parahippocampal cortex (PHC) and the claustrum/insula. These novel findings suggest that cooperation between the PHC and the claustrum/insula plays an important role in proactive coping. Moreover, cognitive components, such as future thinking (the PHC) and sensory judgment (the claustrum/insula) could be important process factors in proactive coping.