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Given the exponential increase in the number of refugees and displaced people worldwide, it has become critical to examine the experiences of refugees; particularly their identity, since it is an important marker of their adjustment to the new context. Besides other factors impacting their identity and adjustment, the role of the leader is important as it can impact the construction of refugee identities. This paper explores the construction and negotiation of Tibetan refugee identities through the identity entrepreneurship of the Dalai Lama, the spiritual and erstwhile political leader of the Tibetans. It is postulated that leaders are entrepreneurs of identity who shape identity construction and negotiation. With an emphasis on the social, political, and historical context, three kinds of sources are analysed using a discourse‐historical approach to understand how leaders function as entrepreneurs of identity across the various contexts and negotiate identity construction across the shifting contexts. First, 12 speeches by the Dalai Lama on 10 critical events in Tibetan history since 1959; second, six speeches by the Dalai Lama for Tibetan Uprising Day (1961–2009); and third, two international interviews (CNN, 2009; BBC, 2012). The analysis demonstrates that the identity entrepreneurship of the Dalai Lama has strong elements of protection towards the ingroup, that is, the Tibetan refugees, through the crafting of a collective sense of identity for Tibetans. The study sheds new light on the nature of refugee leadership, acknowledging the impact of the shifting nature of identity, from a native citizen to refugee; and the leader's identity entrepreneurship in these evolving and often malleable contexts. [ABSTRACT FROM AUTHOR]