This paper investigates the underlying mechanism and boundary condition of the relationship between day-level supervisor developmental feedback (SDF) and day-level in-role performance (IRP) based on the framework of social exchange theory. The current study collects 290 matched surveys nested in 58 Chinese employees for five consecutive days, employing experience sampling method. Using hierarchical linear regression analysis, this paper examines the mediating role of perceived rapport with supervisors (PRS) and the moderating role of job control. Results show SDF has a positive effect on PRS and consequently enhances employee IRP. This indirect effect is moderated by employee job control. When job control is high, SDF helps supervisors develop a high-quality rapport with employees and is conducive to employees improving their IRP. However, when job control is low, the positive effect of SDF on IRP through PRS is not significant.