This study investigated the relationships of job stress to job burnout, of locus of control and social support to stress and burnout, and the moderating effects of locus of control and social support on the stress-burnout relationship. These relationships were tested with questionnaire data collected from a random sample of entrepreneurs (N = 238) and managers (N = 288). Results showed that entrepreneurs reported that they had higher internal locus of control, received less social support, and had less job burnout than managers. Hierarchical regression analyses found support for eight of the ten main effects and one of the four moderating effects.