Junior athletes have to invest years of training to reach elite level, facing not only high physical demands but also high psychological stress load. Prolonged exposure to stress may eventually lead to the experience of chronic stress, and young athletes might therefore be especially vulnerable to developing burnout symptoms. Importantly, social support may help to counteract the potential negative effects of stress, and coaches may thus have a significant impact on athletes’ psychological resilience – their ability to successfully adapt to long-term stress or hardship. On this basis, a cross-sectional study was conducted to (1) investigate potential group differences in the coach-athlete working alliance, psychological resilience, perceived stress and athlete burnout based on sex and level of athletic ambition, and (2) assess the unique and collective contributions of the coach-athlete working alliance, psychological resilience and perceived stress to individual differences in burnout among junior athletes in sport. A sample of 670 Norwegian junior athletes practicing a variety of sports participated in the investigation by completing an online questionnaire. Independent-samples t-tests revealed many group differences on the investigated variables based on sex and level of ambition. A hierarchical multiple regression analysis further showed that level of ambition, sex, the bond dimension of the working alliance, the protective factors ‘planned future’ and ‘structured style’ as well as perceived stress, all contributed uniquely to the explanation of athlete burnout. Collectively, these variables accounted for 47% of the explained variance in burnout scores. A dominance analysis identified perceived stress to have the strongest relative influence on athlete burnout. To aid in the prevention of burnout in youth sports, it seems important that coaches put their best efforts into building high-quality coach-athlete relationships characterized by closeness and emotional bonding. A high-quality coach-athlete relationship may not only prevent stress related to the relationship itself but also facilitate psychological resilience in athletes.