Background Informed by the person-environment transactional model of stress, the purpose of the study was to explore the relationships of environment-related moral distress and person-related anxious and avoidant adult attachment insecurities, and personality proneness to guilt and shame with burnout in neonatal intensive care unit (NICU) nurses. Methods This was a multicenter cross-sectional self-report questionnaire cohort study comprising 142 NICU nurses currently working on six Level 3-4 NICUs in New South Wales, Australia. Results Burnout was reported by 37% of NICU nurses. Moral distress, anxious and avoidant attachment, and guilt- and shame-proneness had moderate-large zero-order correlations with burnout. Overall, these predictor variables explained 40% of the variance in burnout. Moral distress (??=?0.40, P?0.001), anxious attachment (??=?0.18, P?0.05) and shame-proneness (??=?0.22, P?0.01) were unique predictors of burnout. Shame-proneness partially mediated the effect of anxious attachment on burnout [indirect effect, B?=?0.12, confidence interval (CI) (0.051-0.201)]. Conclusion The management of burnout in NICU nurses requires attention not only to environment-related moral distress but also to person-related anxious and avoidant adult attachment insecurities and personality proneness to guilt and shame.