The phenomenon of embedded lead userness has gained considerable attention in the past years. This study examines the relationship between entrepreneurial self-efficacy and embedded lead userness when mediated by creative bootlegging. After analysing the data collected from 554 employees in 41 Italian and Croatian firms, our study unveils that entrepreneurial self-efficacy exerts a positive impact on embedded lead userness when mediated by creative bootlegging. Consistent with research on identity work, these results suggest that employees who show self-motivation and conviction in entrepreneurial activities tend to commit to unofficial innovation projects, which in turn, makes them act as lead users of the products and services. The study’s contributions and practical implications are also discussed.