Aim to investigate the relationship between cognitive appraisals of stress situation and job burnout, three hundred and three employees selected from two companies in Beijing and Henan completed the self-reported questionnaire. Hierarchical regression analyses indicated that challenge appraisal was positively associated with cynicism, control appraisal was negatively associated with emotional exhaustion, cynicism and reduced personal accomplishment. Further, the results also demonstrated that control appraisal positively moderated the relationship between emotional-focused coping and emotional exhaustion, and negatively moderated the relationship between problem-focused coping and reduced personal accomplishment.