The instrumental ethical climate is prescribed as a negative behavior where employees focus on their personal benefits followed by numerous adverse outcomes. Burnout is a syndrome of emotional exhaustion as a result of job demand and job resources. This psychological mind state, in cooperation with instrumental ethical climate, can lead to negative consequences for the organization. When employees are subject to high perceived instrumental climate and job burnout, they usually think about quitting the job. The purpose of this paper is to investigate the relationship between perceived instrumental climate and employee turnover intention, moderated by emotional exhaustion as a component of job burnout. To test this hypothesized model, an online survey is conducted among 226 employees from Kosovo using convenience sampling. Path analysis results showed that perceived instrumental climate is positively associated with emotional exhaustion and emotional exhaustion is positively associated with turnover intention. However, this study failed to confirm the moderating role of emotional exhaustion on the relationship between perceived instrumental climate and turnover intention. Conclusions and further studies recommendations are discussed.