We argue that improvisational theatre training creates a compelling experience of co-creation through interaction and, as such, can be used to build a distinctive kind of leadership skills. Theories of leadership as relational, collaborative or shared are in pointed contrast to traditional notions of an individual "hero leader" who possesses the required answers, and whom others follow. Corresponding thinking on how to develop these newer forms has, to date, been relatively rare. In this article, we draw on recent research to identify three core principles for learning affiliative leadership. We then apply literature on improvisational theatre and its main skill areas to build a model of developing affiliative leadership, and illustrate the model through an improvisation workshop in which participants learn the skills and principles that it sets out. The model and workshop may serve as useful tools for those searching for methods to develop leadership in contemporary organizations. (Contains 2 tables and 1 figure.)