Physician burnout has been recognized as a public health crisis. However, there is a paucity of burnout studies in the context of medical internship. We assessed the prevalence and relationship between various training characteristics, personal variables, resilience, and coping with burnout in a cross-sectional study involving 837 interns from ten hospitals across Malaysian healthcare system. The instrument package included demographic questions, the Connor–Davidson Resilience Scale, Brief COPE and the Copenhagen Burnout Inventory. A total of 754 (90.1%) interns completed the inventories. We found a high prevalence of personal-related (73.3%), work-related (69.1%), and patient-related (43.4%) burnout among Malaysian interns. Multivariable analysis showed female gender (odds ratio (OR):1.50; 95% confidence interval (CI): 1.02–2.20), prior work experience (OR: 1.56; 95% CI: 1.05–2.30), and irregular spirituality routines (OR: 1.97; 95% CI: 1.30–2.99) were associated with increased odds of personal-related burnout. Irregular spirituality routines (OR: 2.24; 95% CI: 1.49–3.37) were associated with work-related burnout, while living with other people (OR: 1.77; 95% CI: 1.15–2.73) was associated with patient-related burnout. Lower resilience levels and avoidant copings were associated with personal-, work-, and patient-related burnout. Burnout prevalence among interns is high. The findings support the value of individual-targeted alongside organizational-targeted intervention in burnout reduction. As burnout is prevalent in both years of internship training, ongoing burnout prevention and wellbeing measures are deemed necessary.