This study examined the role of teacher self-efficacy and student-teacher relationships (i.e., closeness and conflict) in predicting teacher emotional exhaustion over one school year. Regression analyses conducted among a sample of 161 third- to sixth-grade teachers indicated that, for those who reported high levels of self-efficacy, the sharing of close and conflictual relationships with their students revealed an association with increased levels of emotional exhaustion over time. Thus, when teachers cared and felt efficacious in their work with students, both types of relationships, close and conflictual relationships acted as job demands, increasing their risk of feeling exhausted. When teachers reported low self-efficacy, exposure to conflictual relationships acted as a buffer against emotional exhaustion, as they may have attributed difficulties experienced in the classroom to students rather than their lack of efficacy. Discussion of the Job-Demands-Resources model, emotional labor, and misalignment between teachers' beliefs and practices shed light on these unexpected results.