This article examines the role that the immediate supervisor has in mitigating the negative consequences of sexual harassment experiences when he or she is not the perpetrator of the harassment. We examined a competing mediating/moderating effects model of perceived supervisory support and social exchange relationships on the consequences of perceived sexual harassment experiences. Using survey data gathered from military personnel, we found support for direct effects of both perceived sexual harassment and leadership on individual outcomes but failed to confirm our initial hypothesis of perceived leadership as a moderator. However, we found significant support for a moderating effect when the sample was subgrouped by gender of the leader. We also found partial support for leadership as a mediator of the relationships between sexual harassment and individual outcomes.