It is believed that ethical leadership style might be significant for the professional burnout, but mostly in the literature these phenomena are investigated separately. Their correlation is controversial, the previous research results have been limited. The aim of the study was to establish the relationship between employee occupational burnout and perceived ethical leadership style. Also the importance of employees' socio-demographic characteristics (such as gender, age, and education) for this relation was tested. 242 employees working in Lithuania (47 men and 195 women) participated in the study. Ethical leadership style was assessed with the questionnaire of Brown, Trevino & Harrison (2005). Occupational burnout was measure using Copenhagen Burnout Inventory by Kristensen, Borritz, Villadsen & Christensen (2005). The results revealed that burnout of employees who consider their leaders as more ethical is lower than that of the employees who consider their leader to be less ethical. The study also showed that employees' socio-demographic characteristics (gender, education and age) are not significant to the correlation between perceived ethical leadership style and occupational burnout. The conclusion may be drawn that employee attitudes towards their leader is important for the occupational burnout. This means that in order to reduce burnout leader has to focus on ethical behavior and moral working environment.