With the growth of start-ups and small businesses, organizations as well as their employees need to adapt to new structures, processes, and all in all higher complexity. Digitization and decentralization foster the need for new leadership approaches. Entrepreneurs need to “let go” and give autonomy to their followers while supporting them to use this freedom effectively. It is assumed that the flexibility of the organization and individual goal achievement increase when the followers perceive autonomy. However, autonomy must be accompanied by development support, and for this to be possible, self-leadership skills must first be present at the level of the entrepreneurs before they can exemplify them to their followers. The results clarify that both autonomy and development support of entrepreneurs are positively related to self-leadership skills. Findings also highlight the impact of autonomy by indicating that it is positively related to goal achievement.