Most people report that they are superior to the average person on various moral traits. The psychological causes and social consequences of this phenomenon have received considerable empirical attention. The behavioral correlates of self-perceived moral superiority (SPMS), however, remain unknown. We present the results of two preregistered studies (Study 1, N = 827; Study 2, N = 825), in which we indirectly assessed participants’ SPMS and used two incentivized economic games to measure their engagement in moral behavior. Across studies, SPMS was unrelated to trust in others and to trustworthiness, as measured by the trust game, and unrelated to fairness, as measured by the dictator game. This pattern of findings was robust to a range of analyses, and, in both studies, Bayesian analyses indicated moderate support for the null over the alternative hypotheses. We interpret and discuss these findings and highlight interesting avenues for future research on this topic.