Lone wolf salespeople prefer to work independently, prioritize their own interests, and are prone to focus on outcomes rather than on processes. While conventional wisdom would suggest that salesperson lone wolf tendency and ethical behaviors are negatively related, this relationship has hitherto not been examined in the academic literature—nor have any factors that may impact this important linkage. To address this gap, we draw from both ethical decision-making theory and social cognitive theory to propose a novel conceptual framework and study hypotheses. We empirically tested our ideas using a survey-based dataset consisting of 135 business-to-business salespeople. Specifically, the relationship between salesperson lone wolf tendency and ethical behaviors is examined as well as two social cognitive aspects (i.e., perceived supervisor support and salesperson self-efficacy) that potentially act as important boundary conditions that distinctively alter the salesperson lone wolf tendency-ethical behaviors negative relationship. Results reveal that, whereas higher levels of perceived supervisor support weaken the negative relationship between salesperson lone wolf tendency and ethical behaviors, higher levels of salesperson self-efficacy strengthen the salesperson lone wolf tendency-ethical behaviors negative relationship. Implications of our research for scholars and managers are also discussed.