This study explores the effect of thriving at work on expatriate performance and determines whether the paternalistic leadership of the local supervisor in a host country moderates this relationship. Convenience sampling was adopted. In total, 300 questionnaires were distributed, and 182 responses (20 invalid and 162 valid) were returned (effective questionnaire recovery rate = 54.00%). A regression model was applied to examine the causal relationship between thriving at work and expatriate performance and the moderating effect of paternalistic leadership. The analysis results indicated that more obvious learning and vitality characteristics were associated with higher task and contextual performances among expatriates. Furthermore, host country supervisors’ moral leadership moderated the relationship between expatriate task performance and both learning and vitality. Moreover, host country supervisors’ authoritarian leadership moderated the relationship between learning and expatriate task performance. Finally, host country supervisors’ authoritarian leadership moderated the relationship between vitality and expatriate contextual performance. Theoretically, this study is expected to fill the research gap in the expatriate literature pertaining to expatriate performance, thriving at work, and paternalistic leadership, because the relevant expatriate literature is quite lacking in this area. In practice, this study can be used as a reference by multinational corporations to create or shape a supportive employment environment, thereby enhancing expatriate performance.