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Although leader-focused interventions to improve safety performances on construction sites have been widely proposed and discussed, the mechanism linking informal safety communication between leaders and workers is poorly known. This research developed and tested a theoretical model regarding the effects of leader–member exchange on the informal safety communication of construction workers, focusing on the cognitive psychology perspective. Psychological and cognitive factors were examined as mediators in this research. Meanwhile, empirical data were collected from 333 construction workers in China using a detailed questionnaire. Structural equation modeling was implemented to analyze the data using commercially available software. The results showed that frequent exchanges with frontline supervisors could make workers more willing to communicate safety issues with coworkers. There were differences in how supervisors activated the three types of safety communication. The psychological contract of safety had more substantial mediating effects on the relationship between leader–member exchange and the self-needed safety communication of workers. In contrast, psychological safety was more related to citizenship safety communication than participatory safety communication. These results enrich the theoretical knowledge of leader–worker research and provide practical insights for promoting worker interactions beneficial to safety performance onsite. [ABSTRACT FROM AUTHOR]