As a specific form of constructive deviance, it is difficult to judge how managerial pro-social rule-breaking will affect employees’ performance and when it will have a positive or negative impact on employees’ performance. This paper explores boundary conditions under which managerial pro-social rule-breaking behavior is sustainably beneficial or harmful to employees’ performance, through the meditating mechanism of leadership identification from a social identity perspective. Data were gathered across three phases from 283 pairs of individuals and their managers in three companies. A structural equation modeling (SEM) approach was adopted in this paper and the Monte Carlo method was used to estimate 95% confidence intervals (CIs). Results showed that for employees with high psychological work maturity, managerial pro-social rule-breaking behavior was negatively related to leadership identification, while the relationship was positive when employees have low psychological work maturity. Leadership identification, in turn, was positively related to employees’ performance (in and extra-role).