Burnout, as a work-related phenomenon, has negative consequences on employee functioning and is well documented. What is deserving of further investigation is how effort-recovery processes may be affected, in this instance, sleep. The purpose of this study was to investigate whether significant sleep difficulties are reported when employees report experienced burnout, while also controlling for age, gender, exercise, smoking habits, and treatment for depression. A crosssectional survey design was used in data collection. The sample consisted of 734 participants with white collar positions in the financial industry of South Africa. Structural equation modelling methods were implemented in order to investigate the hypotheses. The results of the structural model indicated that burnout was significantly related to sleep difficulties, even in the presence of reported treatment for depression, and the other control variables. The correlations between burnout, treatment for depression, as well as sleep difficulties were all positive and practically significant. The results, recommendations, limitations, and practical implications of the study are discussed.