The aim of this study is to investigate whether personal, social and organizational level resources can buffer against the negative effects of perceived loneliness on stress and exhaustion. The data was collected from Finnish university employees (n = 1463) in autumn 2020 via an electronic survey. Of the respondents, about 78% were working remotely, and 64% were female. Hierarchical multiple regression analyses were used to analyze the main and moderating (i.e., buffering) effects. The results indicated that perceived loneliness was directly and positively associated with stress and exhaustion. Further, as hypothesized, personal resilience moderated the relationship between loneliness and stress and exhaustion, and organizational support moderated the relationship between loneliness and stress. Unexpectedly, organizational support did not moderate the loneliness–exhaustion relationship. Moreover, a sense of social belonging was not associated with stress and exhaustion, nor did it moderate loneliness and well-being relationships. The results demonstrate the importance of personal resilience and organizational support in enhancing well-being in organizations during the COVID-19 pandemic. Future research directions and practical ways to promote resilience and to increase organizational support are discussed.