Despite numerous promises on the links between data-driven and adaptive leadership, non-financial sustainability and financial sustainability, scholars have not conducted enough empirical research to test the links based on globally and massively connected emerging supply chains. This study therefore scrutinizes the interlocking links by applying the data collected from chief executive officers, managing directors and senior operations managers of such supply chains rooted in emerging markets. The possibly purified results raised from structural equation modeling indicate that data-driven and adaptive leadership is a key determinant for non-financial sustainability, which in turn contributes to financial sustainability. Directly, the leadership also plays a vital role for financial sustainability. Interaction effects further depict that the companies which apply more data-driven and adaptive leadership practices perform better compared to those which less focus on such practices. Consequently, the results provide the deeper understanding of the mechanism of how global supply chain leaders can use data-driven and adaptive leadership to co-create financial and non-financial sustainability.