Firefighters are exposed to traumatic and stressful psychosocial and physical strain in their work, and thus they are considered to be a group at high risk of burnout. The aim of this study was to investigate burnout (emotional exhaustion (EE) and depersonalization (DP) among Swedish female and male firefighters and to examine the gender-stratified relationship between psychosocial work environment and burnout when considering the moderating effect of coping strategies among Swedish firefighters. The overall mean values of both EE and DP were notably low in comparison with the general population in Sweden. We found that psychosocial work environment factors increase the risk of burnout among male firefighters. Among men, EE was associated with high demands and lack of social support in work. The association was also confirmed with DP as the outcome and lack of good leadership as the exposure among men. However, among female firefighters the association between psychosocial work environment factors and burnout failed to appear. Among women, EE and DP were only associated with the coping strategy Psychological distancing (PDi). A negative association with DP and the coping strategy Positive Reappraisal (PRe) was also found among women. Regardless of the result from the regression analyses, we must consider that the majority of the female and male firefighters in our study had low scores on the outcome variables EE and DP. Future studies should explore female and male firefighters' context and possible health-protecting environment.