The purpose of the present study was to investigate whether relationships between work-related variables such as work engagement and job performance are explained by individual differences in personality. We tested this in a novel sample of leaders only (N = 344). Partial correlational analyses showed that controlling for brief Big Five personality scales lowered the explained variance on average by 50%. We argue that individual differences drive most established findings in work psychology, that this is often overlooked in research and practice, and we recommend that this should be considered in intervention studies for increased work engagement and performance.