In the contemporary world, there is a growing need for socially responsible and ethical leadership. Therefore, training future business leaders in the field of professional ethics and social responsibility is an important task of modern university education. To solve it, the participation of scientists and university teachers in the creation and implementation of advanced methods for the development of professional ethics of students is necessary. The aim of the study was to check the effectiveness of training future business leaders in professional ethics at university level using a new methodology created by the authors. In order to verify the hypotheses, an experiment was conducted. Additionally, the questionnaires and tests completed by the participants were analysed. The results of learning according to the new methodology, which confirm the expediency of its use for the development of parameters of professional ethics in future business leaders, are presented. The methodology described in the article can be used by university teachers to train future business leaders, as well as by organizational psychologists to conduct trainings with business leaders and personnel of enterprises and institutions.