Abusive supervision is a dysfunctional leadership behavior that adversely affects its targets and the organization as a whole. Drawing on conservation of resources (COR) theory, the present research expands our knowledge on its destructive impact. Specifically, we propose a moderated mediation model wherein abusive supervision predicts subordinate's silence behavior through emotional exhaustion, with leader–member exchange (LMX) acting as the contextual condition. Two-wave data collected from 152 employees in the service industry in Macau supported our hypothesized model. We found that abused subordinates resort to remain silent in the workplace due to their feelings of emotional exhaustion. Further, the presence of high LMX makes the adverse impact of abusive supervision even worse. Theoretical and practical implications are discussed. We also offer several promising directions for future research.