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This paper explores how coping styles relate to physicians' feelings of emotional exhaustion, a key dimension of burnout. We also explore whether four coping styles are more or less effective depending on certain dispositional and/or situational factors. We analyze survey data from 1,110 physicians in Western Canada. Denial is significantly related to physicians' emotional exhaustion, but it increases rather than decreases it. Physicians use denial when they experience work overload and difficult patient interactions. Furthermore, it is used by those with high negative affectivity. A highly positive outlook, however, appears to neutralize the harmful relationship between denial and emotional exhaustion. The harmful experiences related to stressful patient interactions are weakened for doctors who disengage or take a time out from the situation. We conclude that certain coping strategies are more effective depending on personality type and the type of stress encountered.