Employee coaching, which we consider to be a critical part of the performance management process, is coaching done by a manager or supervisor with his or her direct reports. The current article builds on recent research on the importance of the employee coaching relationship by investigating individual difference and contextual variables that contribute to the quality of employee coaching relationships. The study uses a multilevel modeling approach to test the effects of such variables as supervisor leadership style, emotional intelligence, empathy, implicit person theory, trust, and feedback environment on employees’ perceptions of the coaching relationships they share with their supervisors. Overall, supervisors’ individual consideration, empathy, trust, and the feedback environment all accounted for significant variance in employees’ evaluations of coaching relationships. (PsycINFO Database Record (c) 2011 APA, all rights reserved)