Integrating the relational approach and social exchange theory, the authors conceptualize the quality of leader‒member and team member exchanges as mediators for understanding the role of transformational leadership in employee proactive behaviors (e.g., voice, taking charge, and innovative behaviors). The results based on data collected from 352 full-time employees working in pharmaceutical companies in Vietnam largely support the proposed theoretical framework and shed light on the mechanism through which leadership style influences employee proactivity in a manufacturing context. Using the results, the authors discuss research limitation and, managerial implications, and suggest future research directions for the relationship between leadership style and employee proactive behavior.