In the context of an ongoing change, management is required to take the form of a leadership that must be reignited over and over again. The article examines a new art of leadership that may be viewed as an attempt to keep up with these challenges and stay ahead of time. It emerges from a pilgrimage leadership learning laboratory on the road to Santiago de la Compostela. This moving lab creates situations of extraordinary intensity that border on hyperreality and force the leader to find him/herself anew on the verge of him/herself. Conceived as pilgrimage, leadership moves ahead of time as it reaches into and anticipates a future still unknown. In this setting, anticipatory affects and the virtual take up a predominant role. As it emerges here, leadership distinguishes itself not only from leadership in the traditional sense, but also from management and governmentality.