This paper proposes a proactive management system for the events that occur across multiple personal user devices, including desktop PCs, laptops, and smart phones. We implemented the Personal Event Management Service using Dynamic Bayesian Networks (PEMS-DBN) system that proactively executes appropriate tasks across multiple devices without explicit user requests by recognizing the user's device reuse intention, based on the observed actions of the user for specific devices. The client module of PEMS-DBN installed on each device monitors the user actions and recognizes user intention by using dynamic Bayesian networks. The server provides data sharing and maintenance for the clients. A series of experiments were performed to evaluate user satisfaction and system accuracy, and also the amounts of resource consumption during intention recognition and proactive execution are measured to ensure the system efficiency. The experimental results showed that the PEMS-DBN system can proactively provide appropriate, personalized services with a high degree of satisfaction to the user in an effective and efficient manner.