Although entrepreneurship can be an exhilarating experience, it is also often a stressful one (Buttner, 1992; Schindehutte, Morris & Allen, 2006). Dealing with high levels of uncertainty and intense competition can exhaust entrepreneurs and leave them susceptible to mental health ailments (Freeman et al., 2015). Surprisingly, few studies examine how entrepreneurs cope with the pressure and exhaustion experienced in founding and developing ventures (Uy, Foo & Song, 2013). Herein, we draw from physiology and management research to examine how founders might use sleep, physical activity (PA) and mindfulness exercises (ME) to cope with the exhaustion associated with the process of entrepreneurship. PA refers to exertion activities such as jogging or working out whereas ME refers to mental activities that focus attention on the present in nonjudgmental ways, such as meditation. Evidence from physiology research suggests that sleep, PA and ME can all reduce exhaustion and burnout among individuals, but little is known whether founders have the time or proclivity to engage in these practices, and what their effects might be.