Previous research identified time spent in physical activity, sleeping, and working as predictors of emotional exhaustion. However, this research did not take into account the interdependence of these time-use components. Since daily time is limited to 24 h, time spent in one specific activity (e.g., sleep) cannot be used for any other activity ... (e.g., physical activity). We conducted a one-week daily sampling study to assess the compositional effects of physical activity, sleep, and work on emotional exhaustion. Since the sample consisted of 104 undergraduate students, work was operationalized as study time. Participants wore accelerometers for one week continuously to assess sleep and physical activity. Also, they filled in questionnaires on study time and emotional exhaustion every morning. Multilevel and compositional data analyses were conducted. The multilevel analysis revealed significant between- (p = 0.012) and within-level (p < 0.001) associations of study time with emotional exhaustion. The compositional approach showed that time spent in physical activity was negatively related to emotional exhaustion (p = 0.007), whereas time spent studying was positively related to emotional exhaustion (p = 0.003), relative to the remaining two time-use components. In conclusion, our results show that emotional exhaustion is not only associated with work-related factors, but also with off-job physical activity.