Public officers occupy positions of authority and trust and control enormous public resources. They also regulate many socio-economic and political activities. However, the public sector in Kenya has in the recent past been discredited for apathy, laxity, inefficiency, uncivility, wastefulness and unacceptable conduct that greatly impede access to and delivery of public services. The high perception of corruption prevalence in the public service has been costly for Kenya. This has led to loss of public trust and confidence in public service. For this reason, the Kenya government has put in place a multi-layered approach to combat the corrupt and unethical culture in the Public administration. The various approaches put in place bear the fact that corrupt and unethical conduct is both a systemic and personal problem. The paper presents on the various initiatives undertaken by the government in the recent years to institutionalize a culture of ethics and integrity in public administration and seeks to discuss on the missing link. The paper is divided into four sections. The first section highlights the meaning of terms and the relationships thereof. The second part delves into the various efforts undertaken by the government to create a moral and ethical culture in public service and highlights the weaknesses and insufficiency of codes of conduct and partnerships and collaborations and legislating on ethical issues. It notes that as much as such great measures have been put in place, curbing corruption and unethical practices stubbornly remain entrenched in public administration; thus the need to concentrate on two other areas of concern: strengthening leadership capabilities with special reference to leader self-efficacy that the writer considers to be the missing link. The theoretical framework will be based on Social Learning Theory, Social Cognitive theory and Self-Efficacy Theory. Data for this study were collected from academic books, scientific research papers, business journals as well as academic internet sources.