Few-shot anomaly detection (FSAD) denotes the identification of anomalies within a target category with a limited number of normal samples. Existing FSAD methods largely rely on pre-trained feature representations to detect anomalies, but the inherent domain gap between pre-trained representations and target FSAD scenarios is often overlooked. This study proposes a Prototypical Learning Guided Context-Aware Segmentation Network (PCSNet) to address the domain gap, thereby improving feature descriptiveness in target scenarios and enhancing FSAD performance. In particular, PCSNet comprises a prototypical feature adaption (PFA) sub-network and a context-aware segmentation (CAS) sub-network. PFA extracts prototypical features as guidance to ensure better feature compactness for normal data while distinct separation from anomalies. A pixel-level disparity classification loss is also designed to make subtle anomalies more distinguishable. Then a CAS sub-network is introduced for pixel-level anomaly localization, where pseudo anomalies are exploited to facilitate the training process. Experimental results on MVTec and MPDD demonstrate the superior FSAD performance of PCSNet, with 94.9% and 80.2% image-level AUROC in an 8-shot scenario, respectively. Real-world applications on automotive plastic part inspection further demonstrate that PCSNet can achieve promising results with limited training samples. Code is available at https://github.com/yuxin-jiang/PCSNet.