This article challenges the assumption that the source of ethical leadership is the well-intentioned leader of good character. Drawing from Michel Foucault’s critical philosophy, it argues that those aspiring to lead ethically must actively constitute themselves in order to become subjects who are free to exercise ethical agency. The practices of self-care (epimeileisthai sautou) and courageous speech (parrhesia) are introduced as means by which such self-constitution can be approached. The case of US President Barack Obama’s inability to close the detention centre at Guantanamo Bay serves as an illustrative device to ground Foucault’s ideas. The argument enriches a philosophically informed rendering of ethical leadership in three ways: by highlighting the role resistance plays in any leader’s attempts to achieve ethical ends, by demonstrating the importance of an orientation of critique on the part of those aspiring to lead ethically, and by revealing the importance of followers in realizing ethical outcomes.