During COVID-19, the exponential increase in the mortality made critical the working conditions of funeral directing services (FDS) workers as a greater number of funerals had to be handled. Few studies to date have examined the psychosocial conditions of FDS during the pandemic. The present study aimed to increase the knowledge about this phenomenon in Italy, investigating whether psychological job demands, and supervisor support could predict work-related exhaustion in a sample of Italian FDS workers during the pandemic. The sample consists of 142 FDS workers, 82.4% men, mean age 41.77 years (SD = 20.73), mean seniority 13.14 years (SD = 11.97). The hierarchical regression results showed that psychological job demands were positively related to exhaustion, whereas supervisor support was negatively related to exhaustion. Regarding differences between groups, older workers, women, senior workers, and on-call workers had higher scores on psychological job demands; regarding supervisor support, women reported higher scores; no significant differences were found regarding exhaustion. This study offers new insights into the factors related to the wellbeing of death care workers, one of the professions most concerned with coping with the impact of the COVID-19. It also confirms the importance of supervisor support during difficult times in the workplace.