Innovative work behavior plays a central role in the long-term survival of knowledge-intensive business services in Malaysia. Even though innovation and creativity and their influences on the Malaysian economy and its future growth are important, research on this area is still inadequate. Underpinned by the Social Exchange Theory, this empirical study attempts to determine the relationship that may exist between pro-innovation climate, leader-member exchange (LMX), and social capital with the innovative work behavior (IWB) among the knowledge workers in the KIBS sector in Malaysia. A quantitative method was utilized and a total of 1520 questionnaires was distributed and resulted in 20.6% response rate. The results revealed that there were significant relationship between pro-innovation climate, social capital and leader-member exchange with the innovative work behavior of knowledge workers. In addition, among the three independent variables, pro-innovation climate had been found to be the most significant predictor of innovative work behavior.