Our organizational lives are awash with secrecy. Despite its importance in shaping social dynamics at the workplace, interpersonal reactions to secrecy have rarely been empirically investigated within specific relationships. By locating secrecy in the most significant dyadic relationship in organizations (i.e., leader-member relationship), this study aims to reveal how employees respond to and deal with their experienced leader secrecy—leader intentionally keeping some information secret from them at work. Drawing from cognitive theories of rumination, we contend that perceived leader secrecy signals to employees for their failure in achieving interpersonal goals and thus gives rise to rumination, which in turn triggers employees to gossip with their coworkers and seek information from the leader and, at the same time, leaves employees in a state of emotional exhaustion. Such mediating effects of perceived leader secrecy on dependent outcomes via rumination are stronger for employees in higher-quality relationships with their leader. By employing an experiment in the Western context (i.e., Study 1) and an experience-sampling study with three daily assessments in the Eastern context (i.e., Study 2), we find support for most of these predictions, except for the relationship between rumination and feedback-seeking from the leader. Interestingly, we found in Study 2 that both gossip and feedback-seeking could not actually eliminate employees’ following perception of leader secrecy. We conclude by discussing the theoretical and practical implications of our work.