Purpose: The impact of ethical leadership on employee emotional exhaustion has been extensively analyzed. However, the impact of a leader’s moral intensity on an employee’s emotional state has gone largely unnoticed. This research demonstrates that ethical leadership influences employee emotional exhaustion as a function of the extent of the leader’s moral standards. Furthermore, this research finds that affective commitment acts as a mediating mechanism. Methods: A simple mediation model is used. The sample consists of 448 professionals in six organizations in the Colombian electrical sector who responded to an online questionnaire. The sampling is probabilistic by conglomerates. Findings: This research found a positive relationship between ethical leadership and emotional exhaustion, with affective commitment being a mechanism that helps explain this association. Ethical behavior is voluntary in nature and develops in an environment of trust. When an ethical leader surpasses specific moral turning points, a follower’s learning becomes an obligation, preventing affective fluidity. A search for acceptance implies constant consumption of resources that weakens the follower’s capacity for self-regulation until it is exhausted. Moreover, when the leader’s expectations are difficult to meet, affective commitment can lead to significant emotional ambiguity in followers. This context intensifies role stress and increases the likelihood of emotional exhaustion. Lastly, seniority in the workplace promotes emotional exhaustion. Originality: This research challenges conventional wisdom about the mitigating effect of ethical leadership on employees’ emotional states. It broadens the understanding of this management style and fills a crucial knowledge gap by introducing a new perspective. Practical Implications: A balanced and accessible leader can quickly convey a convincing ethical discourse. Emphasizing the vulnerability and importance of human beings can help prevent moral anguish and ethical distances. This, in turn, provides followers with resources to mitigate exhaustion and strengthen commitment.