The emergence of co-operatives the world over was borne out of the need to deal with challenges created by failures in the economies. Its values are based on self-help, self-responsibility, equality, equity and solidarity. Performance of co-operative societies is observed in their roles in the soc-economic and political lives of people. It has been an effective tool for poverty eradication, wealth and job creation and rural development. Studies have shown that it is only a well managed co-operative that can ensure performance. Leaders are expected to exhibit behaviour which should ensure that set objectives of the societies are achieved. The study assessed the relationship between the dimensions of leader behaviour and performance of cooperative societies in Lagos area. Among the findings of the study is that no single dimension of behaviour works in all situation, rather, appropriate behaviour is a function of circumstances at a given time; and that situation influences a leader's behaviour just as it moderates the effect of a leader's trait. The study is significant in that aspiring leaders will find inspiration in the espoused leadership qualities and dimensions identified.