This study investigates emotional self-efficacy beliefs in managing negative emotions at work as a key mechanism that mediates the negative relationship between emotional stability – a trait highly associated with positive affect and mental health – and job burnout. To test this assertion, a two-wave study using a representative sample of 416 new military cadets of an Italian military academy was designed. Military cadets were involved in the study 2 months after their entrance into the academy and then again, a year later. As predicted, self-efficacy beliefs in managing negative emotions at work significantly mediated the longitudinal relation between emotional stability and job burnout, even after controlling for the effect of the other Big Five traits, education, previous experience in military contexts, gender, and age. In conclusion, our study demonstrates that self-efficacy in managing negative emotions at work represents an important mechanism linking emotional stability level to burnout symptoms (download full paper).