Ethical management is key to ensuring organizational sustainability, through resources such as autonomy or self-efficacy. However, economic and social uncertainty occasionally leads to adaptive responses that prioritize profit as the primary interest, blurring the integrating role of ethical leadership. There are a number of studies that support this reality in a virtual work environment. This sector-specific and cross-sectional research explores how ethical leadership influences self-efficacy among teleworkers, through active commitment to job autonomy, and how an egoistic climate hinders this influence. The analysis is quantitative and correlational, and the sample includes 448 teleworkers. A model of conditional indirect effects, including both a mediation process and a moderation process, is used. Results support that ethical leadership enhances followers' self-efficacy through a redistribution of responsibilities, which increases the perception of autonomy. However, when ethical leadership coincides with a climate that has opposing interests, such as an egoistic climate, ethical leadership is unable to counteract it, and its effect on self-efficacy gradually diminishes. The benefits of this management style are widely known, but it is crucial to understand under what circumstances it loses efficacy. This research presents a new theoretical model that contributes to the existing literature on ethical leadership.