In heroism, leadership research has a myth that provides the basis for a deeper exploration of the characteristics of the unconscious (collective, personal) and consciousness of leaders—characteristics that can mobilize their followers. This contribution goes on to show that heroism can provide a foundation that foments the creativity of women leaders—from a sustainable standpoint—with the purpose of jointly analyzing aspects of the collective unconscious (heroism), the personal unconscious (psychological typology), and consciousness (self-descriptions, values) in a sample of women emerging as leaders. The participants in the study were 34 students following a Master’s program oriented towards training future CEOs as leaders, aged between 22 and 38 years old (M = 27.22 years old; SD = 3.77). The instruments consisted of a story that each participant wrote about herself as the main heroine; the Myers–Briggs Type Indicator (MBTI); the Twenty-Statement Test (TST); and a questionnaire on personal values. The main results show the common structure of the stories of personal heroism, as well as the characteristics (unconscious, conscious, personal, and collective) that can serve to foster the sustainable use of personal creativity. The research carried out provides knowledge that may be integrated into other perspectives of leadership analysis.