The study investigates whether fit of human resources management (HRM) policies with employees’ preferences in developing countries of sub-Saharan Africa, with specific reference to Kenya, impacts on levels of job involvement. We argue that the contextual variables in developing countries are varied and complex to the extent that organisations operating in these milieux might find that ‘fit’ as presented in the literature from developed economies does not matter. Further, we examine the role of individual value orientations and organisation value fit to look for a link with job involvement. The study contends that the use of simple difference scores to measure fit is inadequate, and adopts Edwards’ (1994) regression technique to analyse fit. Overall, the results indicate that the person–environment (HRM preference with actual policy practice) fit model can partially predict job involvement in a developing country context, but in a way that is not consistent with theory. However, job involvement is not related strongly to either the convergence of an individual’s values with those of others in the organisation, or convergence of HRM policies with individual preferences. It is the values themselves—not their fit—that are most predictive of job involvement.