The aim of the study was to examine the mediating role of workplace bullying in how supervisor support and belief in a just world (BJW) are related to emotional exhaustion. A cross-sectional quantitative study using anonymous self-report questionnaires was conducted with 434 workers in France. The model was tested using a path analysis. First, the results revealed that BJW and support from the hierarchy were negatively related to emotional exhaustion. BJW and supervisor support were also negatively related to workplace bullying. Finally, harassment at work was positively related to emotional exhaustion. More generally, the results showed that social support from one's superior and BJW were directly and indirectly related to emotional exhaustion via bullying at work. Our model thus suggests that BJW and supervisor support can be protective resources against bullying and exhaustion. We discuss the theoretical and practical implications of the present study, as well as some avenues for future research.