The present study aims to explain why research thus far has found only low to moderate associations between burnout and performance. We argue that employees use adaptive strategies that help them to maintain their performance (i.e., task performance, adaptivity to change) at acceptable levels despite experiencing burnout (i.e., exhaustion, disengagement). We focus on the strategies included in the selective optimization with compensation model. Using a sample of 294 employees and their supervisors, we found that compensation is the most successful strategy in buffering the negative associations of disengagement with supervisor-rated task performance and both disengagement and exhaustion with supervisor-rated adaptivity to change. In contrast, selection exacerbates the negative relationship of exhaustion with supervisor-rated adaptivity to change. In total, 42% of the hypothesized interactions proved to be significant. Our study uncovers successful and unsuccessful strategies that people use to deal with their burnout symptoms in order to achieve satisfactory job performance.