The occurrence of abusive supervision is steadily rising. Extant literature continues to expand the number of destructive consequences linked to such improper workplace behavior. This study tested a model linking abusive supervision to feedback avoidance through emotional exhaustion. We invoked conservation of resources theory in our examination of the role that the loss of valued resources plays in instances where abuse is perceived. Results from three rounds of matched data from 460 nurses and 220 working adults demonstrated support for our model, suggesting a mediating effect for exhaustion on the relationship between abuse and feedback avoidance. Findings also revealed that feedback avoidance was associated with subsequent exhaustion, representing a loss spiral. These findings are important as they reveal the link between a subordinate's reactions (exhaustion) and coping behavior (feedback avoidance) when supervisory abuse is perceived. Theoretical and practical implications, limitations, and directions for future research are offered. Copyright © 2012 John Wiley & Sons, Ltd.