Extending social learning theory to a multi-level perspective, this study proposes a theoretical model that investigates both individual and team-level mechanisms that mediate the effect of ethical leadership on employee voice. Specifically, in terms of an individual-level social learning perspective, we suggest that an ethical leader acts as a prototype of a moral person (i.e. an ethical role model). From a team-level social learning perspective, we propose that, as a moral manager, team ethical leadership will foster an ethical climate within the team which will create a moral context that impacts employees' behaviors. In both instances, employee voice behaviors will be enhanced through these mechanisms. Evidencing the importance of the interaction between leader behaviors and context for leader effectiveness, we also show that employees are more likely to regard their ethical leaders as ethical role models in a team that highly values ethical conduct (i.e. high in ethical climate). Results obtained from 47 managers and 211 subordinates in China support our theoretical model. The theoretical and practical implications of our findings are also discussed.