Purpose: This paper aims to draw upon social cognitive theory to develop a conceptual framework of four types of factors: individual, social, organisational and cultural that influence an individual’s knowledge sharing behaviour. Design/methodology/approach: Data from 298 employees in Myanmar’s banking industry were analysed using the structural equation modelling (SEM) approach. Findings: The results reveal that an individual’s absorptive capacity, trust and social interaction significantly impact knowledge-sharing behaviour. Additionally, the study found the moderating influence of knowledge sharing opportunity and collectivism in examining the impact of absorptive capacity, trust and social interaction on knowledge sharing behaviour. Research limitations/implications: Future research may consider other dimensions of cultural dimensions, and extending the model by adding outcomes of knowledge sharing behaviour such as innovation or productivity could also be considered. Practical implications: Organisations need to consider absorptive capacity in the recruitment process, increase trust and social interaction among employees, promote knowledge-sharing opportunities and collectivism to promote knowledge-sharing behaviour. Originality/value: The study’s distinctive contribution is the Myanmar bank sector's under-researched context for investigating the reverse relationship between absorptive capacity and knowledge sharing behaviour. The moderating effects of knowledge sharing opportunity and collectivism ignored mainly in the knowledge sharing literature were investigated in this study.