This study investigated how creative personality, psychological empowerment, and job stress affect creative self-efficacy and innovative behavior in hospitality employees. A hypothesized moderating role of knowledge-sharing role in the relationship between creative self-efficacy and innovative behavior was also tested. Three hundred and thirty-nine employees and 89 supervisors employed by International Tourist Hotels in Taiwan participated in the study. A structural equation modeling analysis indicated that creative self-efficacy significantly mediates the effects of creative personality and psychological empowerment on innovative behavior in the hospitality industry. The positive effect of creative self-efficacy on innovative behavior was larger in high knowledge-sharing work environments than in low knowledge-sharing work environments. Theoretical and practical implications are further discussed.