The present research investigates the crucial role of “Transformational Leadership (TFL)” on employees’ “anxiety”, “personal stress”, and “workplace loneliness”, and finally on employees’ “burnout”. Moreover, this survey investigates the moderating role of “HRM practices” in the relationship between TFL and burnout. For the needs of the research, “Partial Least Squares Structural Equation Modeling (PLS-SEM)” was conducted on a sample of 459 Greek “customer-contact employees” based on thirteen hotels during the “COVID-19 pandemic”. First, the findings uncover the dynamic of TFL in reducing all three stressors, namely “personal financial stress”; “anxiety”; and “workplace loneliness”, thus prohibiting employees’ “burnout”. Moreover, the study underscores the moderating role of “HRM practices” in strengthening the negative relationship between TFL and “burnout”. Overall, the findings provide additional evidence on the process through which “HRM practices” interact with “TFL”, “job stressors”, and employees’ “burnout”, a vital knowledge for HRM professionals and hotels’ managers.