This study investigates why, how, and when leaders would affect their followers' thriving at work, an emerging construct which captures individuals' psychological well-being and ultimately benefits the organization. Drawing on and going beyond Spreitzer et al.'s (2015) socially embedded model of thriving at work, we propose leader-member exchange (LMX) as an important relational resource giving rise to the resource of work meaningfulness, which, in turn, leads to individuals' desirable experience of thriving. Furthermore, we theorize leaders' felt responsibility for constructive change (FRCC) as the moderator under which LMX matters more to shape followers' experience of work meaningfulness and subsequent thriving at work. Two-phase data collected from employees and their immediate supervisors in 211 stores of a retail chain supported our hypotheses. This study thus adds new knowledge to existing leadership research and offers important practical implications regarding how leaders can craft employees’ work meaningfulness and manage their thriving at work.