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Paradoxical leadership is an emerging leadership style which describes leadership behaviours that are ostensibly contradictory but in reality are interrelated and address workplace demands simultaneously and over time. The present study is based on affective events theory (AET), which states that occurrences or events at work result in prompt positive or negative affect in employees. The purpose of the study is to examine the mediating role of positive affect on the relationship between paradoxical leadership and employee organizational citizenship behaviour (OCB). We also examine the moderating role of procedural fairness on the relationship between employee positive affect and OCB. Data collected in two phases in small- and medium-sized Chinese companies indicate that positive affect fully mediates the relationship between paradoxical leadership and employee OCB, and this relationship was found to be stronger when procedural fairness was higher rather than lower. We provide theoretical and practical implications of these findings.