The aim of this study was to broaden the current understanding of leader integrity by applying a social-cognitive process model to leaders’ moral decision-making. Leaders (n = 223) were classified into different integrity styles (informational, normative, or diffuse-avoidant) based on their personal descriptions of how they approach moral questions and make moral decisions at work. We then investigated how followers (n = 963) perceived these leaders’ integrity (moral behavior, behavioral integrity, and consistency) and their leader-member exchange (LMX) quality by using a hierarchical leader-follower sample. Followers evaluated normative leaders to show the highest amount of consistency compared to the other integrity styles, although perceptions of leader consistency did not associate with LMX quality. Instead, follower-rated leader moral behavior had the strongest relationship with LMX quality both within and between leader-follower groups. Based on our results, morality is a more important integrity component to follower relationships than consistency. However, the leader’s moral motives behind their decisions might not translate directly and similarly to his or her followers. This means that leaders should pay attention to how transparent, fair, and equal their decisions and justifications behind them appear to others. We also provide a qualitative rating scheme for recognizing differences in personal integrity styles.