PurposeThe purpose of this study is to examine the relationship between perfectionism, self-efficacy, coping strategies and academic burnout among Malaysian undergraduates in higher education institutions.Design/methodology/approachData were collected from 251 respondents who were public and private university undergraduates. Partial least square structural equation modelling (PLS-SEM) was used to investigate the influences of coping strategies, perfectionism and self-efficacy on academic burnout among undergraduates.FindingsThe results showed that all independent variables, namely coping strategies, perfectionism and self-efficacy are statistically correlated to academic burnout.Research limitations/implicationsThis article provides an empirical framework for explaining the academic burnout of undergraduates’ based on the review of related career works of literature.Practical implicationsTo provide insights in order to improve understanding of existing stress models and provide practical implications for local higher education institutions and undergraduates to reduce academic burnout.Social implicationsThe study seeks to enhance awareness and destigmatise the mental health issues of undergraduates, which is important to help them to maintain a healthy lifestyle and well-being.Originality/valueThis paper offers new insight to identify the predictors of academic burnout among undergraduates from Malaysian higher education institutions.