Project management methodologies aim at reaching effectiveness during a project by supporting managers in planning and controlling tasks. But inappropriate use of risk assessment and decision making processes can still affect task completion during a project. New management methodologies must therefore be developed that enhance knowledge sharing by considering the viewpoints of more experts, supporting adhoc communications between partners and improving secured integration of technologies. Not only could time management become more efficient because the managers would have a broader, deeper understanding of the decisional context, but it could also minimise investment risks by enabling fast reactivity to any unforeseen issues. Based on the above requirements, the Pro-Active Project Management is introduced here as a solution to current project management limitations. It makes full use of advanced technologies, such as virtual reality, to enable knowledge sharing at any time between any members of a project. After an analysis of current issues, this paper thus introduces the Pro-Active Project Management methodologies and the technologies that enable its implementation. It finally shows how such a methodology helps achieving efficiency in a project.