We proposed that effects of illegitimate tasks, which comprise unreasonable and unnecessary tasks, on self-esteem and counterproductive work behavior (CWB) are enhanced among employees who are highly sensitive to injustice. CWB was further proposed to be a moderating coping strategy, which restores justice and buffers the detrimental effects of illegitimate tasks on self-esteem. In this study, 241 employees participated in a diary study over five workdays and a follow-up questionnaire one week later. Daily effects were determined in multilevel analyses: Unreasonable tasks decreased self-esteem and increased CWB the same day, especially among employees high in trait justice sensitivity. Unnecessary tasks only related to more CWB the same day, regardless of one’s justice sensitivity. Weekly effects were determined in cross-lagged panel analyses: Unreasonable and unnecessary tasks increased CWB, and justice sensitivity moderated the effect of unreasonable tasks on CWB and of unnecessary tasks on self-esteem. Moderating effects of CWB were split: In daily analyses, CWB buffered the negative effects of illegitimate tasks. In weekly analyses, CWB enhanced the negative effects of illegitimate tasks. Overall, illegitimate tasks rather affected CWB than self-esteem, with more consistent effects for unreasonable than for unnecessary tasks. Thus, we confirm illegitimate tasks as a relevant work stressor with issues of injustice being central to this concept and personality having an influence on what is perceived as (il)legitimate.