Burnout and stress are common, linked problems in health-care workers. We aimed to clarify their causal associations. We assessed stress and the three components of burnout (emotional exhaustion, depersonalisation, and low personal accomplishment) using structural equation modelling in a 3-year longitudinal study of a representative sample of 331 UK doctors. Emotional exhaustion and stress showed reciprocal causation: high levels of emotional exhaustion caused stress (beta=0 189), and high levels of stress caused emotional exhaustion (beta=0 175). High levels of personal accomplishment increased stress levels (beta=0 080), whereas depersonalisation lowered stress levels (beta=-0 105).