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Burnout among entrepreneurs has rarely been researched. However, the consequences of burnout are magnified because of their central position within SMEs. In order to prevent the risk of burnout, the authors recommend starting by tracking exhaustion levels, the first stage of the burnout process. Based on a long empirical research program, the authors show that this risk varies depending on the sector and data collection methods. At the end of the article, they describe how research into the health of SME owners has led to many forms of valorization whose practical significance has become societal.