© 2019, Emerald Publishing Limited. Purpose: Expatriate mobility is increasing globally, in volume and diversity. A growing element of this overall increase has been the greater share of self-initiated expatriates (SIEs) working outside their home countries. In some host countries, SIEs make up a majority of the overall workforce. The purpose of this paper is to examine the determinants of innovative work behavior (IWB) of SIEs in one such country. Drawing upon leader-member exchange (LMX) theory and the conceptual framework of the resource-based view of career capital, the authors’ examine the influences of LMX, perceived innovation-reward, job knowledge and contextual knowledge on SIEs’ IWB. Design/methodology/approach: The paper is based on the analysis of survey results from 229 SIEs based in the United Arab Emirates. The authors use hierarchal regression and an SPSS macro to assess the significance of the interaction effects. Findings: Results indicate significant direct effects for LMX and perceived innovation-reward on SIEs’ IWB. Results also reveal significant interaction effects suggesting that the relationship between LMX and SIEs’ IWB is stronger when job knowledge is high and when reward for innovation is high. Originality/value: This is the first study to examine the determinants of SIE’s IWB. This study investigates the effect of LMX, career capital differences (job knowledge and contextual knowledge) and perceived innovation-reward on SIEs’ IWB. This is also the first study to examine the interaction effects of LMX and individual differences (job knowledge and contextual knowledge) on SIEs’ IWB.