We study the problem of meta-learning, which has proved to be advantageous to accelerate learning new tasks with a few samples. The recent approaches based on deep kernels achieve the state-of-the-art performance. However, the regularizers in their base learners are not learnable. In this paper, we propose an algorithm called MetaProx to learn a proximal regularizer for the base learner. We theoretically establish the convergence of MetaProx. Experimental results confirm the advantage of the proposed algorithm.