Both sentences A and B are grammatically correct, but they differ slightly in formality and style.

**A. He made a great discovery, of which he was very proud.**
- This sentence uses a more formal construction. The phrase "of which" is less common in everyday speech but is perfectly correct and often used in more formal writing.

**B. He made a great discovery, which he was very proud of.**
- This sentence is more conversational and aligns with common spoken English. Ending a sentence with a preposition ("of") is generally acceptable in modern English, although it is less formal.

In summary, if you are writing in a formal context, sentence A might be more appropriate. For informal contexts or everyday conversation, sentence B would be perfectly suitable.