Due to the current highly competitive business environment, companies need committed employees with innovative behaviors who contribute to innovation in the company. In this regard, we propose the construct Innovational Leadership, a specific style of leadership that promotes such manners. Likewise, we present the process of construction and validation of the Innovational Leadership Scale (ILS-16) through three sequential studies analyzing psychometric properties. These studies were conducted with different samples for a total of 367 employees. The results demonstrated that the ILS-16 is a valid and reliable unidimensional scale for assessing the proposed construct. This study involves scholars who will have the possibility to build new models, and also managers because ILS-16 constitutes a practical tool to measure innovational leadership in their companies.