The purposes of this mixed sequential-explanatory study were: (a) to investigate the leadership behaviour difference between male and female graduate students in terms of task and relationship orientations and (b) to explore the reasons why they demonstrate these differences. There were quantitative and qualitative phases. In the quantitative phase, we collected data from 37 graduate students who enrolled in a leadership course. Due to small sample size, a non-parametric test was utilized to analyse the quantitative data. We surprisingly found that: (a) there is no difference between male and female students in terms of leadership behaviours and (b) graduate students tend to be more likely to adopt relationship orientation in their leadership positions. In the qualitative phase, we extracted three main themes: (a) similar leadership orientations between male and female students; (b) situation-dependent leadership; and (d) shift toward balanced behaviour. These themes supported and complemented the findings in the quantitative stage.