The present study investigates the interaction of exercise and sleep on state‐like personal resources in employees' daily lives. Further, the study examines the association between state‐like personal resources and emotional exhaustion. We conducted a diary study over five consecutive working days (total of 443 days) with 144 employees who answered daily online surveys after work and before bedtime. Multilevel modeling showed that exercise after work was positively related to the next day's personal resources when sleep duration during the night time was longer compared to other nights. Furthermore, personal resources positively related to lower emotional exhaustion after work on the next day. This study demonstrates that exercise and sleep may help to renew personal resources. Results stress the importance of balancing exercise and sleep in daily life.