<p>Drawing on the substitutes for leadership theory and the social information processing theory, this study aims to investigate the relationships between digital leadership and employees’ innovative behavior, as well as the mediating role of digital self-efficacy and the moderating role of individual learning orientation in this relationship. The data collected from 300 supervisor‒subordinate dyads in the hospitality industry in China were used for empirical analysis to test the hypotheses. The findings indicate that (a) digital leadership is positively related to employees’ innovative behavior; (b) digital self-efficacy mediates the positive relationship between digital leadership and employees’ innovative behavior; and (c) the presence of a strong individual learning orientation weakens the positive relationship between digital leadership and employees’ innovative behavior. This study expands the literature on leadership and employees’ innovative behavior by focusing on digital leadership, uncovering the mediating role of digital self-efficacy and the substitutive relationship between digital leadership and individual learning orientation in shaping employees’ innovative behavior.</p>