Teachers face a range of exhausting job demands which contribute to burnout. These demands may be particularly acute during the COVID-19 pandemic, with lockdowns forcing rapid shifts to remote teaching. Yet during times of stress and upheaval, personal resources such as teaching self-efficacy and emotion regulation may protect teachers against burnout. Drawing on the Job Demands-Resources Model, this study aimed to examine the roles of self-efficacy (classroom management, student engagement, and instructional strategies self-efficacy) and emotion regulation (cognitive reappraisal and expressive suppression) as predictors of teacher burnout during the first wave of the COVID-19 pandemic. Using an online survey, 210 Australian school teachers completed measures of teaching self-efficacy, emotion regulation, and burnout while teaching remotely. Burnout was measured using the Copenhagen Burnout Inventory, which categorises burnout into personal, student-related and work-related sources. As hypothesised, lower instructional strategies self-efficacy predicted higher work-related burnout during COVID-19. Teaching experience also predicted higher burnout. Counter to the hypotheses, however, emotion regulation was unrelated. The findings indicate that different types of teaching self-efficacy may be beneficial in protecting teachers from burnout from different sources.