Burnout is a major problem among nurses working in emergency departments and is closely related to a high turnover of personnel, nursing errors, and patient dissatisfaction. The aims of this study were to estimate burnout, perceived stress, job satisfaction, coping and general health levels experienced by nurses working in emergency departments in Spain and to analyze the relationships between sociodemographic, occupational, and psychological variables and the occurrence of burnout syndrome among these professionals. A cross-sectional study was conducted in four emergency departments in Andalusia (Spain) from March to December 2016. The study sample was composed of n = 171 nurses. An ad hoc questionnaire was prepared to collect sociodemographic and work data, and the Maslach Burnout Inventory, the Perceived Stress Scale, the Font–Roja Questionnaire, the Brief Cope Orientation to Problem Experience and the General Health Questionnaire were used. The prevalence of high burnout was 8.19%. The levels of perceived stress and job satisfaction were moderate. The most frequent clinical manifestations were social dysfunction and somatic symptoms, and problem-focused coping was the strategy most used by nurses. Lack of physical exercise, gender, years worked at an emergency department, anxiety, social dysfunction, and avoidance coping were significant predictors of the dimensions of burnout.