The bullying of nurses by patients, doctors, and employees is common in the healthcare industry. Nurses who are bullied are more likely to experience burnout, and nurses who experience burnout are more likely to intend to quit. However, few studies investigate how leadership can mitigate workplace incivility and nurse bullying as a way to improve nurse retention. A cross‐sectional study was conducted using a sample of 216 nurses recruited from various regions across the United States from different specialties. A moderated mediation model using path analysis was used to examine the relationships between bullying, burnout, and ethical leadership in predicting intentions to stay. Bullying significantly and positively related to burnout (β = 0.22, p = 0.02), and burnout significantly and negatively related to intent to stay (β = −0.18,p = 0.01). Perceived ethical leadership predicted intentions to stay (β = 0.62, p = 0.00), and ethical leadership moderated the effect of bullying on burnout (β = 0.20, p = 0.03). The results of our study also suggest that nurses are less likely to quit when ethical leadership is present, and ethical leadership weakens the effect of bullying on burnout.