High-quality supervisor–subordinate relationships, measured as leader–member exchange (LMX), can either reduce or intensify subordinates' job strain. We examined LMX effects on job demands and strain in junior and senior role nursing dyads in a sample of five UK hospitals. LMX reduced job demands and strain for junior subordinates, but for senior subordinates both low- and high-quality LMX lead to greater strain, indicating a curvilinear relationship between LMX and strain. We found no buffering effect of LMX between job demands and strain. The article discusses the role of supervisors in controlling potential job stressors for employees and implications for stress management in large, complex workplaces.