Two studies were conducted to examine the relationship between self-leadership and action-state orientations. Study 1 applied confirmatory factor analyses to data from a US sample to examine the discriminant validity between the two constructs. Results indicate that self-leadership and action-state orientation are indeed two separate constructs. Study 2 advanced and tested hypotheses examining the roles of horizontal and vertical individualism in moderating the relationship between self-leadership and action-state orientation. Analyses of data from 154 Brazilian subjects provide support for the hypothesized relationship between self-leadership and action-state orientation. Furthermore, the results provide support for the role of horizontal individualism as a moderator of the self-leadership to action-state orientation relationship. The implications of the findings of this study are discussed along with directions for future research.