In 1885 Proctor sold a homestead that he had acquired in Colorado and used the proceeds to move to New York City with the intention of studying art. He enrolled first in the National Academy of Design where he studied drawing and painting, and later, at the Art Students League of New York, where his interest in sculpture came to the fore. His ability to capture animals in action, garnered in part from his days tracking them, coupled with his interest in all things Native American, opened a niche for Proctor, one that he parlayed into a long, successful career.