The present study investigates the relationship between health-specific leadership and employee burnout. Health-specific leadership is a domain-specific leadership style that is characterized by the focus of leaders on employee well-being and their intentional support of employee health. Following the theory, I argue that managers influence employee burnout not only directly but also indirectly by encouraging employees to take care of their own health. Further, I extend the scope of previous research and argue that managers’ personal initiative acts as a moderator for health-specific leadership; as indicated by previous research, proactivity is crucial for effective leadership behavior. A cross-sectional questionnaire study (n = 525) was conducted. Health-specific leadership, managers’ personal initiative, employee self-care, and employee burnout symptoms have been measured. A moderated mediation was tested using structural equation modeling. The findings confirm a positive relationship between health-specific leadership and employee burnout. As expected, this relationship is partially mediated by employee self-care. Managers’ personal initiative shows an interaction effect on employee self-care but not on burnout symptoms. The study results verify the concept of health-specific leadership and highlight the importance of proactive leadership behavior as a facilitator for health-specific leadership. Finally, implications for leadership research and practice are provided.