The importance of leading by personal example or role modeling for effective leadership has been recognized in many leadership theories. However, leaders' ability to influence group behavior through exemplary behavior has received little attention in empirical work. This study explores leading by example through theoretical development and empirical testing of a moderated mediation model of the potential effects of leader organizational citizenship behavior (OCB). This model suggests that a leader's OCB may promote group OCB directly and indirectly by enhancing the group's belief that OCB is worthy. It also specifies the moderators of the direct and indirect effects of leader OCB on group OCB. Data from 683 members of 67 intact work groups, 67 group managers, and their supervisors support the hypothesized model. The theoretical and practical implications of these findings are discussed.