By drawing on social exchange theory, we developed a theoretical model to explore the effect of political skill on unethical pro-supervisor behavior (UPSB) via leader–member exchange (LMX) and the way in which immediate supervisor empowering leadership moderates this mediated relationship. A three-wave study (n = 442) provided evidence suggesting that political skill is positively related to UPSB and that LMX partially mediates this relationship. Immediate supervisor empowering leadership moderates the effect of political skill on LMX, and political skill is positively and indirectly related to UPSB via LMX when the level of immediate supervisor empowering leadership is high. Although political skill is beneficial to both employees and organizations in many respects, our study provides empirical evidence that can improve our understanding of how political skills trigger UPSB. The practical and theoretical implications of our findings are discussed.