Drawing on the relational perspective and self‐consistency theory, we theorize how relationships involving work‐centric, off‐work‐centric and/or personal components can affect an employee's organization‐based self‐esteem and job performance in Chinese organizational contexts. Matched data were collected from a multi‐source sample that included 219 employee‐supervisor dyads from a Chinese bank. Results based on hierarchical regression analyses reveal that a high‐quality relationship with a supervisor through work and off‐work domains (leader‐member exchange and guanxi) is positively related to organization‐based self‐esteem. Organization‐based self‐esteem plays a mediating role in the relationship between guanxi and job performance. Additionally, career mentoring from a supervisor (a work‐centric relationship involving personal components) moderates the relationship between organization‐based self‐esteem and job performance.