Existing psychological counseling datasets often suffer from monolithic client personas, insufficient therapeutic depth, and a lack of process controllability. To address these critical limitations, we propose PsyChain, a chain-of-agents framework that evolves static counseling corpora into high-fidelity dialogues through collaborative simulation which explicitly models client personality, stage progression, safety monitoring, and expert supervision. PsyChain involves a Client Profiler that extracts life scenarios and pairs them with psychological personality archetypes to synthesize diverse profiles.To simulate the complete counseling process, five specialized agents—Process Monitor, Client Speaker, Safety Monitor, Counselor Supervisor, and Counselor Speaker—collaborate and interact autonomously at each dialogue turn to ensure therapeutic professionalism and safety.We apply this to construct PsyChainD, a Chinese dataset of 10,456 dialogues featuring systematically diverse client profiles. Extensive evaluation across client side, counselor side and overall quality shows substantial improvements. The model trained on PsyChainD achieves 61-91% win rates against domain-specific baselines in pairwise evaluation and the highest average score in human evaluation, indicating potential for real-world counseling.