There is little research on the effectiveness of self-leadership programs (SLPs) in graduate education based on the progress in emotional competences development (ECD), and only a few of the studies incorporate its relationship with personality traits (PTs). This article studies the differentiated impact of an optional SLP, which has eight workshops with a learner-centered and experiential approach, depending on PTs. With a quasi-experimental ex post facto design, students' scores in EDC were analyzed according to their PT extremes: introversion, antagonism, lack of direction, neuroticism, and closed to experience. ANCOVA tests, with ECD pretest as a co-variable, were applied for each PT. The results indicated that the SLP presented a differentiated impact in ECD in four of the five PTs: neuroticism, introversion, antagonism, and lack of direction. These findings can be a key element for the participating students in SLPs because self-leadership requires self-knowledge. ECD can contribute to more integral learning in the graduate education experience, enhancing the preparation for the world of work.