Traditional Western-based theories of supervisor–subordinate relationships tend to focus on social exchanges in the work domain while omitting potential exchanges that occur in the private domain. However, there are many contexts, particularly in transitional economies lacking strong bureaucratic work structures (e.g., China, Brazil), where personal exchanges outside of the work domain serve as a critical, binding fabric in the workplace. One such example is the indigenous Chinese concept of guanxi, which captures the personal ties between supervisors and subordinates and operates as a protective mechanism for subordinates and a loyalty-inducing agent for supervisors. Using 281 supervisor–subordinate dyads from China, we explored an important antecedent and consequences of guanxi while controlling for the parallel process of the traditionally work-focused construct leader-member exchange (LMX). Results suggest that although both guanxi and LMX mediate the effects of proactive personality on affiliative OCB (i.e., interpersonal facilitation), guanxi is more strongly related to challenging OCB (i.e., taking charge) and LMX is more strongly related to task performance.