Research on whether leaders' supervision style substantially affects employees' innovative behavior has rarely been conclusive. Therefore, in this study I explored the mechanism of how supportive and controlling supervision can influence employees' innovative behavior, taking the effect of personal characteristics into consideration. I surveyed 261 employees in the research and development department of a business and the results revealed that supervision style had a significant effect on employees' innovation. Further, employees' work engagement mediated the relationship between supervision style and employees' innovative behavior. Finally, I verified the moderating effect of subordinates' regulatory focus and found that this effect differed according to the type of regulatory focus. The findings point to the importance of leaders adjusting their supervision style for individual team members.