This paper extends the boundaries of theories in leadership studies to sub-cultures of a country. The purpose of this paper is to study the relationship between the concept of an excellent leader and ethnicity in a multicultural society while formulating ten underlying dimensions for this concept. Data on leadership behaviour were gathered from 292 managers in Malaysia and were subjected to factor analysis, MANOVA analysis, regression analysis and structural equation modelling. The results suggest that, in Malaysia, strategic orientation acts through operational behaviours, producing excellence in leadership. However, the study demonstrates that there are significant ethnic differences in regard to the dimensions that relate to excellence in leadership. Studies such as this are useful in extending the understanding of the dimensions of leadership in pluralistic societies where the cultural frameworks of workers may not be the same. Most studies have looked at the leader from a mono-cultural perspective and this study addresses this deficit.