Based on the theory of conservation of resources, this study proposed a cross-level mediated moderation model to examine the influence mechanism of the employees’ psychological capital on their own creative behavior through the mediation of openness to change, and the moderating role of the transactive memory system. The results of cross-level model data analysis show that: psychological capital is positively related to employees’ creative behavior; employees’ openness to change partially mediates the relationship between psychological capital and employees’ creative behavior; the transactive memory system positively moderates the relationship between the openness to change and creative behavior, that is, the higher the level of transactive memory system, the stronger the mediating effect of the openness to change. This study helps to clarify the mechanism of psychological capital on individual creative behavior, and it also works as effective guidance for innovation management practice.