Leader behavioral integrity is consequential for employees, but we know little about how leaders react to their own behavioral integrity. We take an actor-centric perspective and draw on behavioral integrity theory and research on moral emotions to investigate how leaders respond emotionally and behaviorally to their own behavioral integrity. We test the hypothesized relationships in two studies using time-lagged designs. Across our studies we found that leader behavioral integrity reduced leader feelings of shame and that shame increased leader avoidance and reduced leader citizenship behaviors and task performance. Shame mediated the relationship between leader behavioral integrity and the three outcomes (i.e., leader avoidance, citizenship behaviors, and task performance). Consistent with our expectations, locus of control acted as an important boundary condition of the relationship between leader behavioral integrity and shame. Specifically, the negative relationship between leader behavioral integrity and leader feelings of shame was stronger when leaders believed they lacked control and others were in control of events in their life. Similarly, we found support for the hypothesized conditional indirect effect of locus of control on outcomes. We discuss theoretical and managerial implications for taking an actor-centric perspective to the study of leader behavioral integrity.