We analyze burnout in a sample of commercial workers in Spain and its relationship with sociodemographic variables, personality, and concern about the influence of the COVID-19 pandemic on their jobs through a cross-sectional design. Participants (n = 614) answered an online survey, including questions about sociodemographic data, concern, NEO-FFI (personality), and MBI (burnout syndrome). The survey took place from October 2020 to May 2021. We assessed the relationships between sociodemographic variables, pandemic concern, and personality as predictors of burnout by hierarchical regression analysis and then tested using SEM (structural equation models). The proposed model showed adequate goodness-of-fit indices. The results of the present study suggest that the COVID-19 pandemic had little effect to the development of burnout syndrome in commerce employees. However, in agreement with previous literature, the present study shows that personality has a significant role in predicting burnout. Neuroticism, introversion, conscientiousness, and agreeableness were strong predictors for burnout dimensions. In addition, we found that personality directly affected the pandemic concern: individuals with high levels of Neuroticism and low levels of extraversion, agreeableness, and conscientiousness have more pandemic concerns. In conclusion, personality is an important factor that affects the level of workers’ concern about the influence of the pandemic on their job and the development of burnout syndrome. Furthermore, although we found significant differences between groups formed by various sociodemographic characteristics, the conclusion regarding this type of variable is that their ability to predict burnout is deficient.