His mother, Monique, was a Formula Atlantic driver in the 1970s and was one of the first women to be sponsored by a cigarette company.
Stéphane won the 1987 Canadian Formula Ford 2000 Championship driving a Reynard 87SF for the Spenard-David Racing School.
In 1991 Proulx came back to Canada and drove a Swift tuned by Mauro Lanaro in the Canadian rounds of the IMSA Molson Formula Atlantic series, being declared the Canadian Formula Atlantic Champion, after a win in the last round at Vancouver.
In 1992 he competed in five rounds of the French F3 Championship driving a Dallara F392 Alfa Romeo for Formula Project Racing.
On April 3, 1993, while participating in a Formula Atlantic race at Phoenix International Raceway, Proulx was hit on his head by a wheel lost by another competitor.