Feedback is information made available to employees in their work environment, whereas feedback-seeking behaviors (FSBs) help employees to evaluate proactively whether their work has met performance standards and their behavior is considered appropriate. Prior studies have provided a perspective on how the feedback-seeking contexts affect the emergence and development of FSBs. In this study, we extend that perspective by investigating when FSBs affect job performance so that we can understand whether more feedback seeking is always better. Adopting the relational view of leadership, we hypothesize that the FSB-performance relationship should be stronger for employees with low leader-member exchange (LMX) and in groups with low aggregate LMX and low LMX differentiation. Using a multilevel research design and a sample of 379 teachers in 25 groups, we find support for most of our hypotheses. We discuss the implications of the study for the FSB and the proactive behavior literature and suggest avenues for future research.