We draw on the Job Demand-Control Model to examine antecedents and consequences of burnout in the start-up context. The sample consists of 761 Austrian start-up entrepreneurs. Our results indicate that the start-up entrepreneurs’ highly demanding working conditions and their pessimistic expectations regarding the short to mid-term economic development are positively related to their burnout symptoms. Further, we find the start-up entrepreneurs’ burn-out to threaten both the operational and financial success of their new venture. However, our results do not support the hypothesis that control – specifically work-related patterns of behavior and experience – weakens the relationship between high demands and burn-out. These findings contribute to entrepreneurship research by highlighting the critical role of health-related issues in the start-up context.