Based on the conservation of resource theory, this paper discussed the cross-level effect of inclusive leadership on employees’ voice behavior on the organizational level and individual level. The results of a matching survey of 329 employees and 105 team leaders from six cities showed that inclusive leadership positively influenced employees’ voice behavior. On the team level, inclusive leadership contributed to the formation of the team caring ethical climate; the caring ethical climate was positively related with employees’ voice behavior; the caring ethical climate played a mediating role between the inclusive leadership and employees’ voice behavior. On the individual level, the inclusive leadership was positively related with organization-based self-esteem; the organization-based self-esteem was positively related with the employees’ voice behavior; the organization-based self-esteem mediated the relationship between the inclusive leadership and employees’ voice behavior.