Orientation: Success in the implementation of a performance management system in an organisation is underpinned by the way a strategic change initiative is effectively managed across all organisational levels.Research purpose: This study explored how employees experienced change management in the implementation of a performance management system.Motivation for the study: Research on the impact of change management on employees in the implementation of performance management systems in organisations is limited, particularly in the South African context, which served as motivation for this study.Research approach, design and method: A qualitative study was employed using semi-structured interviews to collect data from nine participants, selected through purposive sampling. Data were analysed by thematic analysis.Main findings: The study confirmed that the implementation of organisational change affects both employees (cognitively, emotionally and somatically) and leaders (leadership style as defence against change anxiety). Therefore, the preparation, participation and empowerment of and communication with employees, over the entire change process value chain, are crucial for effective implementation of a performance management system.Practical/managerial implications: The study highlights factors that leadership teams and change managers need to consider when introducing change initiatives.Contribution/value-add: This study adds to the knowledge base about the impact of the management of change during the implementation of a performance management system. It thereby highlights the importance of working with participants’ lived, authentic change experiences towards ensuring that change management serves as an anchor and container during system implementation.