<p>Low self-esteem and repetitive negative thinking are associated with higher burnout risk among university students at the between-person level. However, there is increasing evidence that associations identified in between-person analyses do not always reflect processes occurring within individuals. Therefore, we conducted a four-week ecological momentary assessment study with <i>N</i> = 96 students during an examination period. Results showed that higher self-esteem was followed by feeling less burnt out on a within-day and day-to-day level. Also, higher self-esteem was followed by lower repetitive negative thinking (i.e., rumination on the within-day level and pre-sleep worry on the day-to-day level), which in turn was followed by feeling less burnt out. Mediation analyses showed that a substantial proportion of the associations between self-esteem and feeling burnt out was mediated by repetitive negative thinking at both the within- and between-person level. In addition, we also found evidence of a reverse temporal sequence. Higher levels of burnout were followed by an increase in repetitive negative thinking, which in turn led to lower self-esteem. Finally, self-esteem instability partially moderated the associations of self-esteem and subsequent pre-sleep worry and burnout at the within-person but not between-person level. These findings imply that there may be a bidirectional relationship between self-esteem, repetitive negative thinking, and burnout, indicating a possible vicious cycle that could perpetuate psychological distress. Future studies should examine these dynamics more closely to better understand their causal interplay and implications for intervention.</p>