Unethical behavior is often accompanied by others covering up a transgressor’s actions. We devised a novel behavioral paradigm, the Unethical Loyalty Game (ULG), to study individuals’ willingness to lie to cover up others’ dishonesty. Specifically, we examined (i) whether and to what extent individuals are willing to lie to cover up others’ unethical behavior, (ii) whether this unethical loyalty depends on the benefits (bribe) at stake, and (iii) whether trait Honesty–Humility accounts for interindividual variability in unethical loyalty. In a fully incentivized experiment (N = 288), we found a high prevalence of lying to cover up others’ unethical behavior, which increased with increasing bribes. In turn, unethical loyalty decreased with individuals’ Honesty–Humility levels. Overall, the findings show that most but not all individuals are corruptible to disguise others’ transgressions. Future research using the ULG can help to further illuminate (the determinants of) this prevalent type of unethical behavior.