This study examined the relationships between the four dimensions of the protestant work ethic (internal locus of control, asceticism, hard work, anti‐leisure) and organizational counterproductive work behaviors (CWBs). Based on a sample of Chinese employees, the results from two‐wave lagged data (N = 691) indicated that the asceticism dimension and the anti‐leisure dimension were negatively associated with CWBs. These associations were moderated by party affiliation, indicating that party members had a stronger negative relationship between these constructs than non‐party members did.