The present study set out to investigate the role of different stress beliefs (positive and negative beliefs about stress, as well as perceived control) on the association between central COVID-19-related work demands and burnout symptoms in physicians during the second lockdown of the SARS-CoV-2 pandemic. N = 154 practicing physicians (mean [SD] age = 37.21 [9.43] years]; 57.14% female) participated in our cross-sectional German-wide online survey and answered questions about sociodemographic factors, their current work situation, their stress beliefs, and their current burnout symptoms. Moderation analyses revealed significant interaction effects between stress beliefs and specific COVID-19-related work demands on the prediction of burnout symptoms, most consistent with respect to perceived control. Positive believes about stress and its controllability were cross-sectional associated with reduced, negative believes about stress however with enhanced associations between COVID-19-related work demands and burnout symptoms. This finding indicates, if confirmed by longitudinal research, the potential of the usage of stress beliefs in prevention programs for physicians in order to mitigating negative effects of chronic stress.