Proxy signature is a very useful technique which allows the original signer to delegate the signing capability to a proxy signer to perform the signing operation. It finds wide applications especially in the distributed environment where the entities such as the wireless sensors are short of computational power and needed to be convinced to the authenticity of the server. Due to less proxy signature schemes in the post-quantum cryptography aspect, in this article, we investigate the proxy signature in the post-quantum setting so that it can resist against the potential attacks from the quantum adversaries. A general multivariate public key cryptographic proxy scheme based on a multivariate public key cryptographic signature scheme is proposed, and a heuristic security proof is given for our general construction. We show that the construction can reach Existential Unforgeability under an Adaptive Chosen Message Attack with Proxy Key Exposure assuming that the underlying signature is Existential Unforgeability under an Adaptive Chosen Message Attack. We then use our general scheme to construct practical proxy signature schemes for three well-known and promising multivariate public key cryptographic signature schemes. We implement our schemes and compare with several previous constructions to show our efficiency advantage, which further indicates the potential application prospect in the distributed network environment.