PurposeThe purpose of this research is to empirically test the role of psychological contract breach in explaining the relationship between leadership style and procedural justice, burnout and psychological distress. This study provides important insights for police agencies who seek to positively impact, through the actions of their leaders, on both performance and psychological health of their officers. Drawing from the study findings, key recommendations for police leadership development programs are made.Design/methodology/approachThe current study with a large sample of Australian police (N = 1763), explores the relationship between leader-member exchange (LMX) leadership style and two sets of outcomes. The first is procedural justice, an important job performance outcome related to police practice. The second outcome includes two measures of psychological health, specifically burnout and psychological distress. Psychological contract breach (PCB) is investigated in the current research as a potential mediator in the relationship between leadership and (a) job performance and (b) psychological health.FindingsUsing mediated regression analyses, high LMX leadership is associated with greater PCB, higher procedural justice and reduced psychological health impairment amongst staff. The relationship between LMX and procedural justice was fully mediated by PCB, meaning that PCB explains the relationship between LMX and procedural justice. Partial mediation was found for both psychological health outcomes. As such, leadership style has a direct relationship with psychological health, and is partly explained by PCB.Originality/valueVery little research has considered the role of PCB in explaining how leadership style is related to job performance and psychological health outcomes in policing. To our knowledge, this is the first study that has empirically examined whether leadership style makes it more likely that a police officer will perceive PCB. And further, whether this breach is associated with reduced job performance (i.e. less procedural justice) and poorer psychological health (i.e. increased burnout and psychological distress).