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Abstract Background Breaking bad news (BBN) may be associated with increasing risk of burnout in practising physicians. However, there is little research on the association between the way bad news is broken and burnout. We investigated the association between physicians’ self-efficacy regarding communication to patients and risk of burnout. Methods We performed a cross-sectional study by proposing an ad-hoc survey exploring attitudes and practice regarding BBN and the Maslach Burnout Inventory - Human Service Survey to 379 physicians from two University Hospitals in Italy. Associations were assessed by multivariable logistic regression models. Results Two-hundred twenty-six (60%) physicians returned the questionnaires. 76% of physicians acquired communication skills by observing mentors or colleagues, 64% considered BBN as discussing a poor prognosis, 56% reported discussing prognosis as the most difficult task, 38 and 37% did not plan a BBN encounter and considered it stressful. The overall burnout rate was 59%. Considering BBN a stressful task was independently associated with high risk of burnout (OR 3.01; p = 0.013). Planning the encounter (OR = 0.43, p = 0.037), mastering communication skills (OR = 0.19, p = 0.034) and the self-evaluation as good or very good at BBN (OR 0.32; 0.15 to 0.71; p = 0.0) were associated with low risk of burnout. Conclusions Our findings suggest that some physicians’ BBN attitudes and knowledge of conceptual frameworks may influence the risk of burnout and support the notion that increasing knowledge about communication skills may protect clinicians from burnout. Further research is needed in this area.