Synthesizing theories of ethical leadership, psychological climate, pro-environmental behavior, and gender, first, we proposed and tested a model linking supervisors’ ethical leadership and organizational environmental citizenship behavior via a green psychological climate. Then, we tested the moderating effect of gender on the indirect (via a green psychological environment) relationship between supervisors’ ethical leadership and organizational environmental citizenship behavior. Time-lagged (three waves, 2 months apart) survey data were collected from 447 employees in various manufacturing and service sector firms operating in China. Data were analyzed using structural equation modeling, bootstrapping, and multigroup techniques to test the hypothesized relationships. The results showed a positive relationship between employee ratings of supervisors’ ethical leadership and organizational environmental citizenship behavior. Moreover, a green psychological climate mediates the relationship between supervisors’ ethical leadership and organizational environmental citizenship behavior. Importantly, the multigroup analysis revealed that gender moderates the indirect relationship (via green psychological climate) between supervisors’ ethical leadership and organizational environmental citizenship behavior. The study carries useful practical implications for policymakers and managers concerned about environmental sustainability.