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Nowadays there is a growing interest in business ethics, both in academia and professionally. However, moral lapses continue to happen in business activities, leading academicians and professionals to rethink what is being done and reinventing new strategies to successfully manage ethics in business organisations. Thus, whereas efforts to promote ethics are basically oriented to using and developing explicit, written formal mechanisms, the literature suggests that other instruments are also useful and necessary to achieve this. Thus, studying the role of the Human Resource Management (hereafter, HRM) in promoting ethics is an emerging research topic due to the heavy influence that HRM practices are thought to have on employees. This paper is aimed at developing a thorough analysis of HRM's role in promoting ethics, and specifically at focusing on one of its practices, training. As an illustrative example of the utility of this practice, an empirical study was conducted on a range of Spanish banking companies in which an impact was found on the employees' ethical behaviour when ethics training was being provided inside the organisation. Finally, the practical implications of these findings and directions for future research are presented. [ABSTRACT FROM AUTHOR]