The objective of this study was to analyse the role of resilience in the dimensions of academic burnout syndrome and psychological health in a sample of nursing students. A battery of questionnaires was administered to 218 nursing students, all of whom were in the second year of their degree at the University of Murcia (Spain). The applied protocol used the CD-RISC 10 scale for the measurement of resilience, the burnout scale MBI, and the GHQ-12 questionnaire to assess psychological health. The findings showed a significant relationship between resilience and burnout, emotional exhaustion, and self-efficacy, as well as with psychological health. Moreover, three burnout dimensions were found to be significantly linked to psychological health in the way we had predicted. Regression analysis indicated the moderating role of resilience on psychological health in emotionally exhausting situations. We conclude that the psychological characteristic resilience moderated the effect of emotional exhaustion on the psychological health of the students. The practical implications of the results are discussed in order to introduce measures for the proper training of nursing students for professional practice; we also make several suggestions for future research in this field.