Background: Burnout is a psychological, work-related syndrome associated with long-term exposure to emotional and interpersonal stressors in the workplace. Burnout syndrome in nurses is often caused by an imbalance between work requirements and preparation and fitness for work, a lack of control, insufficient performance recognition and a prolonged exposure to stress. Aim: The aims of this study were to explore the associations between levels of burnout syndrome, coping mechanisms and job satisfaction in critical care nurses in multivariate modelling process. A specific aim was also to explore whether coping and job satisfaction in critical care nurses are gender related. Methods: A cross-sectional multicentre study was conducted in a convenience sample of 620 critical care nurses from five university hospitals in Croatia in 2017. The data were collected using the Maslach Burnout Inventory and the Ways of Coping and Job Satisfaction Scale together with the nurses’ demographic profiles and were analysed using a multivariable model. Results: The results showed no significant association between gender, coping mechanisms and job satisfaction. However, significant negative associations between burnout and job satisfaction (OR = 0.01, 95%CI = 0.00–0.02, p < 0.001) and positive association between burnout and passive coping (OR = 9.93, 95%CI = 4.01–24.61, p < 0.001) were found. Conclusion: The association between job satisfaction and burnout in nurses urges hospital management teams to consider actions focused on job satisfaction, probably modifications of the work environment. Given that passive coping may increase the incidence of burnout, it is recommendable for active coping to be implemented in nurses’ training programmes as an essential element of capacity building aimed at reducing the incidence of burnout in nurses.