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Objectives: Medical residents can play key roles in improving health care quality by speaking up and giving suggestions for improvements. However, previous research on speaking up by medical residents has shown that speaking up is difficult for residents. This study explored: (i) whether two main aspects of medical residents' work context (job control and supervisor support) are associated with speaking up by medical residents, and (ii) whether these associations differ between in‐hospital and out‐of‐hospital settings. Methods: Speaking up was operationalised and measured as voice behaviour. Structural equation modelling using a cross‐sectional survey design was used to identify and test factors pertaining to speaking up and to compare hospital settings. Results: A total of 499 medical residents in the Netherlands participated in the study. Correlational analysis showed significant positive associations between each of support and control, and voice behaviour. The authors assumed that the associations between support and control, and voice behaviour would be partially mediated by engagement. This partial mediation model fitted the data best, but showed no association between support and voice. However, multi‐group analysis showed that for residents in hospital settings, support is associated with voice behaviour. For residents outside hospital settings, control is more important. Engagement mediated the effects of control and support outside hospital settings, but not within the hospital. Conclusions: This study shows that in order to enable medical residents to share their suggestions for improvement, it is beneficial to invest in supportive supervision and to increase their sense of control. Boosting medical residents' support would be most effective in hospital settings, whereas in other health care organisations it would be more effective to focus on job control. Job control and supervisor support are identified through this research as resources associated with residents "speaking up" and making suggestions for change, but the importance of each may depend on the setting in which residents work. [ABSTRACT FROM AUTHOR]