This paper provides insights into the relationship between leader–member exchange (LMX) and employee job performance. An integrative model that includes work engagement and human resource management (HRM) consistency, defined as the extent to which various HR practices are viewed as consistent with one other, was developed to explain this relationship. Results from a hierarchical linear model based on 298 employees (survey data) and 54 supervisors in a large luxury hotel in southern China indicated that LMX was positively related to employee job performance. Moreover, as expected, work engagement mediated this relationship and HRM consistency strengthened the influence of LMX on work engagement. Important research and practical implications are discussed.