Purpose This study aims to explore the effect of expatriate supervisors’ managerial coaching behavior on local subordinates’ learning effects through the mediating role of subordinates’ thriving at work under the boundary condition of expatriate supervisors’ cultural intelligence. Design/methodology/approach This study collected the data form 230 Zambian subordinates and their immediate expatriate supervisors working in the Chinese company in Zambia. Regression analyses and bootstrapping analyses were used to test the authors’ hypothesis. Findings The results indicated that expatriate supervisors’ managerial coaching behavior was positively related to local subordinates’ learning effects. In addition, the study also found that local subordinates’ thriving at work mediated the linkage between managerial coaching behavior and learning effects. And expatriate supervisors’ cultural intelligence moderated the indirect relationship between managerial coaching behavior and learning effects via thriving at work, such that the indirect effect was stronger for expatriate supervisors with high rather than low cultural intelligence. Originality/value This study contributes to a better understanding of how expatriate supervisors’ managerial coaching behavior influences local subordinates’ learning effects by investigating the mediating effect of thriving at work on the managerial coaching behavior–learning effects link. In addition, the study deepens the understanding of the boundary condition of the associations between managerial coaching behavior and subordinates’ learning effects in a cross-cultural context by investigating the moderating effect of expatriate supervisors’ cultural intelligence.