A climate of innovation and principal leadership in schools are regarded as significant factors in successfully implementing school change or innovation. Nevertheless, the relationship between the school climate supportive of innovation and the principal's leadership has rarely been addressed to determine whether schools successfully perform their intended change. In this vein, this study investigated the impacts of the principal's leadership style on the teacher's perceived school climate in terms of support for innovation. The participants were 981 full-time teachers in 32 public vocational high schools in South Korea. To examine the unobserved characteristics of schools and principals that promote a school climate supportive of innovation, both traditional multiple regression and HLM analyses were conducted and compared to the estimated effects of the principal's leadership style as a predictor at both the teacher level and the group level. While the unobserved characteristics of school type and principals' demographics were considered, results of the study revealed that the leadership style of the principal significantly affects how the teachers perceive the school climate in terms of support for innovation. More specifically, the findings of the study assert that principal's leadership style as an Initiator or a Manger, rather than a Responder, can provide support for an organizational climate which enhances innovation in schools. Additionally, evaluating the government's change initiative, the study illustrates that the government's top-down mandate requiring schools to change was not related to the creation of a climate supportive of innovation in schools.