Using the Social Cognitive Theory as a theoretical framework, this study evaluated a 4-month, individual cognitive-behavioral intervention program to decrease burnout and increase self-efficacy, engagement, and performance among university students. The main objective of the intervention was to decrease the anxiety the students coped with before exams in order to increase their beliefs of self-efficacy. Besides the study group intervened, two control groups were involved (i.e., a "stressed" control group and a "healthy" control group). All 3 groups filled out a questionnaire before the intervention and then again 6 months later (2 months after the intervention was completed). The results show that self-efficacy, engagement and performance increased in the intervened group when compared to both control groups. Regarding burnout, decreases were noted in both the intervened and stressed control groups but not in the healthy control group. The implications of the study are discussed, together with its limitations and suggestions for future research. (Contains 7 figures and 2 tables.)