This study investigates the associations between digital leadership, e-learning anxiety, innovative work behavior, and psychological capital among 200 IT employees in Lisbon, Portugal. Self-administered surveys were used to collect data, and structural equation modeling was employed for data analysis. The results demonstrate that digital leadership has a positive direct impact on innovative work behavior, while e-learning anxiety has a negative direct impact on innovative work behavior. Moreover, psychological capital plays a moderating role in the relationship between e-learning anxiety and innovative work behavior. Individuals with higher levels of psychological capital are less affected by e-learning anxiety and more likely to engage in innovative work behavior. These findings emphasize the significance of digital leadership and psychological capital in promoting innovative work behavior, particularly in the context of e-learning anxiety among IT employees. The study suggests that organizations should prioritize the development of digital leadership skills and support the positive psychological resources of their employees to enhance their ability to cope with challenges and achieve their objectives.