Perceived leader–member exchange differentiation (PLMXD) refers to the degree to which workers perceive that their exchange relationships with their leaders within a group differ. Although PLMXD has been demonstrated to be critical to project teams’ safety management, there is limited evidence on the relationships between PLMXD and construction workers’ safety citizenship behavior (SCB), including proactive and prosocial safety behavior. Based on leader–member exchange theory and social information processing theory, this study investigates organizational identity and felt safety responsibility as mediating mechanisms that link PLMXD to proactive and prosocial safety behaviors. In total, 320 valid data points were collected from construction workers from six construction projects. The results reveal that PLMXD negatively and indirectly affects proactive safety behavior by reducing organizational identity and felt safety responsibility. Moreover, felt safety responsibility mediates the negative association between PLMXD and prosocial safety behavior. By addressing the research gap in the relationship between PLMXD and SCB, this study enriches the body of knowledge on safety management in the construction industry. The findings extend SCB research by elucidating two distinct processes by which PLMXD affects SCB. By fostering a supportive organizational environment, organizations can empower workers to take proactive safety actions and engage in prosocial safety behavior, ultimately improving overall safety performance on construction sites.