The purpose of this study is to examine the role of employees' procedural justice perceptions in the relationship between supervisors' and their employees' emotional exhaustion. Based on conservation of resources and resource depletion theories, the study proposes that as supervisors become emotionally exhausted, they would be procedurally less fair to their employees due to their loss of self-control. This procedural unfairness by the supervisor, in turn, would instigate increased emotional exhaustion among employees, as it may signal the loss of an important resource for them. Using a multilevel research design (Level 1: Employee, Level 2: Supervisor), we collected data from 74 supervisors and 212 employees who report to these supervisors. Hierarchical linear modeling analyses provide support for our mediation hypothesis, suggesting that supervisors' emotional exhaustion predicts employees' emotional exhaustion indirectly through employees' perceptions of procedural justice. Theoretical and practical implications of the findings are discussed.