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Purpose – The purpose of this study is to examine the relationship between self‐leadership skills and innovative behaviors at work. Design/methodology/approach – The study's participants were employees and their supervisors, working in six organizations in Israel. Data were collected through structured surveys administered to the employees and their supervisors. A total of 175 matched questionnaires were returned. Path analysis, using AMOS program, was conducted to assess the research model. Findings – The results indicate that the three‐dimensional scale of self‐leadership skills is positively associated with both self and supervisor ratings of innovative behaviors. The findings also show that income and job tenure are significantly related to innovative behaviors at work. Practical implications – Organizations that seek ways in which to foster innovative behaviors in their employees, need to recognize the importance of building up self‐leaders who can successfully meet the required expectations and standards of innovative behavior. Originality/value – This research suggests ways for organizations to enhance their innovativeness through employees who possess high self‐leadership skills and receive appropriate extrinsic rewards for their leadership skills and innovative behaviors.