Burnout is an increasing public health problem. Although research indicate that cognitive and affective factors are related to burnout, there is a lack of knowledge about the extent to which specific cognitive and affective symptoms are related to burnout, and whether there are sex-related differences. An aim of this study was to identify specific self-reported cognitive and affective symptoms that are particularly associated with burnout, both in the population in general and in men and women separately. Another aim was to examine the risk of burnout for specific symptoms and total number of symptoms in the general population and in men and women separately. Cross-sectional data were used from a large population-based questionnaire study consisting of 3406 participants (18–79 years) randomly selected from a general population in northern Sweden. Eleven cognitive and affective symptoms were assessed with a subsection of the Environmental Hypersensitivity Symptom Inventory, and the 22-item Shirom-Melamed Burnout Questionnaire (SMBQ) was used to assess burnout. The findings suggest that burnout is associated with a rather large number of cognitive and affective symptoms, in particular feeling tired/lethargic, having concentration difficulties, sleep disturbance, feeling depressed and being absent minded. Women with burnout (SMBQ score ≥ 4) reported higher prevalence of feeling tired/lethargic and sleep disturbance. The results add to the understanding of affective and cognitive symptomatology in burnout, which might have implications for early identification and prevention of burnout and exhaustion disorder.