With the present paper, we aim to provide new conceptual insights and empirical evidence on ethical leadership contingencies: we analyze under what conditions ethical leadership can positively impact follower discretionary work behaviors (extra effort and helping). We argue that followers vary in terms of their sensitivity toward and processing of moral information, as conveyed by ethical leaders, and that these individual differences determine the strength of the link between ethical leadership and follower discretionary work behaviors. In a multisource study with 135 leader–follower dyads, we examine two prototypical examples of affective and cognitive individual differences that involve a heightened inclination toward morality: follower moral emotions and follower mindfulness. Our findings indicate that ethical leadership is more strongly related to follower extra effort and helping at higher levels of follower moral emotions and higher levels of follower mindfulness. We discuss the implications of this moral information processing perspective on ethical leadership for research and managerial practice.