The reality of bounded ethicality is that ethical perfection is psychologically infeasible, resulting in a gap between one's ethical self-view and one's actual behavior. We offer a framework for addressing this gap and improving ethical behavior. Integrating research about ethical decision-making with research about the self, we argue that self-threat is a pervasive obstacle to improving ethical behavior, particularly in organizational environments. We introduce the concept of ethical learning, defined as the active engagement in efforts to close the gap between one's self-view and one's actual behavior. We define ethical learners as those engaged in closing this gap, who tend to possess a central moral identity (they care about being ethical), psychological literacy (an awareness that a gap exists), and a growth mindset (the belief that purposeful effort can improve ethical behavior). We also describe an important team-level condition for translating ethical learning into improvements in ethical behavior: psychological safety (the belief that the team is a safe place for learning from failure). Our framework of ethical learning provides both individuals and organizations with a new approach to addressing bounded ethicality and improving ethical behavior.