Objectives: The aim of this study was to explain the relationship between work locus of control and burnout in Polish physiotherapists through the mediation of coping styles. In particular, we hypothesized that external work locus of control may have a positive direct relationship with burnout symptoms via positive relationship with emotion-focused and avoidant coping styles, and a negative relationship with problem-focused style. Material and Methods: We tested the mediational hypothesis using structural equation modeling of self-report data from 155 Polish physiotherapists. Results: The relationship between external work locus of control and physiotherapists’ burnout was shown to be mediated by a positive relationship with emotion-focused coping and an inverse relationship with problem-focused coping. The variables included in the model explained about 15% of the variance of emotional exhaustion, 14% of depersonalization, and 14% of personal accomplishment. Conclusions: Physiotherapists perceiving the situation as difficult to control, feel more burned out when they use more emotion-focused strategies, and less problem-focused strategies. This indicates the importance of including both, problem-focused coping training and increasing the perception of the situation controllability in preventing physiotherapists’ burnout programs.