As organizations face persistent, contradictory demands, the individual managerial ability to manage such paradoxes is highly relevant for organizational viability. While research in this area is generally scarce, the newly introduced construct of paradox mindset describes lasting interindividual differences in the ability to manage paradoxical tensions. We build on psychological mindset theory to formulate a socio-psychological model of paradox mindset development to clarify the antecedents of this crucial construct for the first time. Based on primary data from 199 employees of two Central European companies, we find strong support for our model: Leadership behaviors in line with our theoretical influence angles predict higher paradox mindset in followers, and this effect is fully mediated through follower`s engagement in paradoxical tasks.