Recent findings suggest that certain leadership behaviors may be depleting for both leaders and employees or beneficial for employees but detrimental for leaders. However, factors that raise burnout risks for leaders when acting in a certain way have received less attention. Two potentially relevant factors are leaders’ gender and their perceptions of organizational support (POS). Thus, in this article, we examine the potentially gendered associations between leader burnout and two contrasting leadership styles: laissez-faire and self-sacrificial. We also explore the potential modulation of these associations by leaders’ POS. Using structural equational modeling, we analyze self-reported data collected at two time points (6 months apart) from a panel sample of 767 leaders. The results show that both laissez-faire leadership and self-sacrificial leadership are associated with leaders’ burnout and a laissez-faire style particularly raises the risks for female leaders. Moreover, high POS exacerbates the association between laissez-faire leadership and burnout for female leaders but not male leaders. We discuss both the theoretical and practical implications of these findings, hoping to raise awareness among scholars and organizations of possible approaches to prevent or mitigate leader burnout.