This research aims to investigate whether or not leaders, one of the main recipients of employee voice, develop good relationships with those who speak up. Drawing on resource theory and social exchange theory, we contend that constructive voice provides both information and affect resources to the leader, which in turn promote a resource-based exchange relationship with the leader (i.e., leader–member exchange; LMX). We further propose that leaders with an originality cognitive style are more likely to capture the resource value of constructive voice, while leaders who closely follow rules might not view constructive voice in a positive way, thus affecting their LMX relationships with the focal employee. Through a two-wave field survey among 199 leader–follower dyads (Study 1) and a vignette-based experiment among 221 leaders (Study 2), we found that leaders, especially leaders who advocated high originality, developed high-quality LMX relationships with those who engaged in constructive voice due to their perceptions of affect but not information resource.