Employees' self-identities or the ways in which they define themselves relative to others have implications for the quality of leader and follower relationships at work. Although self-identity has been examined within the context of transformational and charismatic leadership its relevance for leader–member exchange (LMX) has received little attention. In this study we integrate LMX and self-identity theories. Doing so proved useful because it was found that leader and follower identities predicted LMX quality as did the fit between leader and follower identities and interactions among fit at different self-identity levels. LMX quality fully mediated relationships of self-identity fit with job performance regardless of whether LMX was reported by subordinates or their supervisors. Lastly we also found that self-identity predicted LMX agreement across supervisors and subordinates. Implications of our findings for theory and practice are discussed.