In today’s competitive environment, salespeople are challenged with creating customer value in an ethical manner while meeting performance goals. Sales supervisors play a critical role in ensuring that this challenge is met. This research examines the roles of psychological ethical climate and leader–member exchange (LMX) in encouraging salespeople’s commitment to providing superior customer value, reducing their unethical intentions and improving sales performance. Results indicate that business-to-business salespeople’s psychological ethical climate perceptions influence their perceived relationship with their sales supervisor (i.e. LMX relationship) as well as their commitment to providing superior customer value. LMX also directly influences commitment to providing superior customer value, which in turn affects salespeople’s unethical intent and quota performance. Theoretical and managerial implications based on the study’s findings are provided, as well as directions for future research.