This research models how the complexity of one’s self-concept enhances leadership performance in complex, cultural domains, and how critical experiences develop this complexity. Self-concept complexity facets of differentiation and integration are separately examined as predictors of leadership competencies, and as outcomes of developmental experiences. Analysis of survey data collected from a multinational sample indicated that respondents with more highly differentiated self-concepts were generally perceived as demonstrating higher levels of cultural adaptability. Differentiation of the self-concept was further found to positively relate to the stretch quality of prior cross-cultural developmental experiences. Together, these findings suggest that stretch experiences differentiate the self-concept, which helps multicultural leaders to demonstrate cultural adaptability. These relationships themselves proved to be complex in nature, pointing to the need for future research to address nonlinear effects of both facets of self-concept complexity. Findings related to self-concept integration, the second facet of self-concept complexity, indicated a need for further conceptual and methodological attention. Implications for practice include recommendations for structuring developmental assignments in managing global leadership pipelines, individual approaches to charting boundaryless, global career paths, and coaching and mentoring considerations for enhancing the transformative nature of cross-cultural, developmental experience.